alexabrahams

Pinned Repositories

anomaliesinoptions
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
Language:Jupyter Notebook0 1 00
arctic
High performance datastore for time series and tick data
Language:Python0 1 00
C-Plus-Plus
Collection of various algorithms in mathematics, machine learning, computer science and physics implemented in C++ for educational purposes.
Language:C++0 1 00
CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming (completed with Certificate with Distinction)
Language:C++1 1 01
CQF
The CQF program
Language:Mathematica0 1 00
DTW-MRP
Source code of WQU MScFE Capstone Project - A Mean-Reverting Portfolio with DTW Clustering
Language:Jupyter Notebook0 1 00
hudson-and-thames-research
Research Repo (Archive)
Language:Jupyter Notebook0 1 00
ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
Language:Python0 1 00
Numerical-Recipies-in-C
Native implementation of 'Numerical Recipes in C'
Language:C0 1 00
wireshark-lua
Source generated cross platform wireshark dissectors
Language:Lua1 1 00

alexabrahams's Repositories

alexabrahams/CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming (completed with Certificate with Distinction)
Language:C++1 1 01
alexabrahams/wireshark-lua
Source generated cross platform wireshark dissectors
Language:Lua1 1 00
alexabrahams/anomaliesinoptions
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
Language:Jupyter Notebook0 1 00
alexabrahams/arctic
High performance datastore for time series and tick data
Language:Python0 1 00
alexabrahams/C-Plus-Plus
Collection of various algorithms in mathematics, machine learning, computer science and physics implemented in C++ for educational purposes.
Language:C++0 1 00
alexabrahams/CQF
The CQF program
Language:Mathematica0 1 00
alexabrahams/DTW-MRP
Source code of WQU MScFE Capstone Project - A Mean-Reverting Portfolio with DTW Clustering
Language:Jupyter Notebook0 1 00
alexabrahams/hudson-and-thames-research
Research Repo (Archive)
Language:Jupyter Notebook0 1 00
alexabrahams/ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
Language:Python0 1 00
alexabrahams/Numerical-Recipies-in-C
Native implementation of 'Numerical Recipes in C'
Language:C0 1 00
alexabrahams/online-portfolio-selection
ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading scenarios.
Language:Python1 0
alexabrahams/python-patterns
A collection of design patterns/idioms in Python
Language:Python1 0
alexabrahams/python-signalr-client
SignalR client for python based on asyncio.
Language:Python1 0
alexabrahams/pyTSP
A 2D/3D visualization of the Traveling Salesman Problem main heuristics
Language:Python1 0
alexabrahams/Quickfix-client
QuickFix to connect to Trading Technologies (TT)
Language:Python1 0
alexabrahams/qwack
A modern quantitative finance framework that makes the complex simple
Language:C#1 0
alexabrahams/universal-portfolios
Collection of algorithms for online portfolio selection
Language:Jupyter Notebook1 0