Pinned Repositories
Joshi-Projects
Projects from Mark Joshi's "The Concepts and Practice of Mathematical Finance"
Machine-Learning
misc
miscellaneous derivative pricing models (equity, rates, and credit)
Optimization
Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)
Pairs-Trading
An exploration into pairs trading and machine learning
Pairs-Trading-Applications
Commodity applications of the algorithm presented in the "Pairs-Trading" repository
Putnam-Simulations
echo-view-classifier
QuantPrincess's Repositories
QuantPrincess/Pairs-Trading
An exploration into pairs trading and machine learning
QuantPrincess/misc
miscellaneous derivative pricing models (equity, rates, and credit)
QuantPrincess/Joshi-Projects
Projects from Mark Joshi's "The Concepts and Practice of Mathematical Finance"
QuantPrincess/Machine-Learning
QuantPrincess/Optimization
Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)
QuantPrincess/Pairs-Trading-Applications
Commodity applications of the algorithm presented in the "Pairs-Trading" repository
QuantPrincess/Putnam-Simulations