Jacob-Hewson

Jacob-Hewson's Stars

• FinancialComputingUCL/LOBFrame

  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

  Language:Python10724

• quant-bobby/quant-jobs

  The ultimate guide to landing a job or internship in quantitative finance.

  1499

• mukherjeesagar/simulation-of-probabilities

  Simulation of random variables from some of the standard probability distributions

  Language:Python2

• cpp-best-practices/cppbestpractices

  Collaborative Collection of C++ Best Practices. This online resource is part of Jason Turner's collection of C++ Best Practices resources. See README.md for more information.

  8.1k884

• romanmichaelpaolucci/Quant_Dev

  A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API

  5732

• ClaretZ/Trading-System-Design

  Trading System Design in C++

  Language:C++3

• betcode-org/betfair

  betfairlightweight - Betfair API-NG python wrapper (with streaming)

  Language:Python432150

• chrisconlan/algorithmic-trading-with-python

  Source code for Algorithmic Trading with Python (2020) by Chris Conlan

  Language:Python2.7k494

• hosseinmoein/DataFrame

  C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

  Language:C++2.5k314

• Developer-Y/cs-video-courses

  List of Computer Science courses with video lectures.

  67.1k9.1k

• eriklindernoren/ML-From-Scratch

  Machine Learning From Scratch. Bare bones NumPy implementations of machine learning models and algorithms with a focus on accessibility. Aims to cover everything from linear regression to deep learning.

  Language:Python23.9k4.6k

• dair-ai/ML-Papers-Explained

  Explanation to key concepts in ML

  7.3k571

• LechGrzelak/Computational-Finance-Course

  Here you will find materials for the course of Computational Finance

  Language:Python380136

• quantopian/pyfolio

  Portfolio and risk analytics in Python

  Language:Jupyter Notebook5.7k1.8k

• FJRubio67/StatisticalInference

  Lecture Notes on Statistical Inference

  748

• bbcho/finoptions-dev

  Language:Jupyter Notebook20620

• quantsbin/Quantsbin

  Quantitative Finance tools

  Language:Python49468

• romanmichaelpaolucci/Q-Fin

  A Python library for mathematical finance

  Language:Python39254

• google/tf-quant-finance

  High-performance TensorFlow library for quantitative finance.

  Language:Python4.5k574

• dbrojas/optlib

  A library for financial options pricing written in Python.

  Language:Python64985

• federicomariamassari/financial-engineering

  Applications of Monte Carlo methods to financial engineering projects, in Python.

  Language:Python37156

• federicomariamassari/willowtree

  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

  Language:Python23825

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook7.8k964

• domokane/FinancePy

  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

  Language:Jupyter Notebook2.1k320

• ynouri/pysabr

  SABR model Python implementation

  Language:Jupyter Notebook46079

• GriffinAustin/pynance

  Lightweight Python library for assembling and analysing financial data

  Language:Python31643

• pmorissette/ffn

  ffn - a financial function library for Python

  Language:Python2k300

• alpha-miner/Finance-Python

  python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

  Language:Python746129

• jsmidt/QuantPy

  A framework for quantitative finance In python.

  Language:Python677106

• vollib/vollib

  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

  Language:Python67392