jessehamalainenaalto
Applied Mathematics student at Aalto University, Finland. I'm passionate about quantitative finance, machine learning, and mathematics in general.
Finland
Pinned Repositories
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
cryptography
cryptography is a package designed to expose cryptographic primitives and recipes to Python developers.
dawp
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
Deep-Reinforcement-Learning-Hands-On-Second-Edition
Deep-Reinforcement-Learning-Hands-On-Second-Edition, published by Packt
Dispersion-Trading-using-Options
Dispersion Trading using Options
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
gs-quant
Python toolkit for quantitative finance
NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
nyumath2048
NYU Math-GA 2048: Scientific Computing in Finance
jessehamalainenaalto's Repositories
jessehamalainenaalto/algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
jessehamalainenaalto/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
jessehamalainenaalto/cryptography
cryptography is a package designed to expose cryptographic primitives and recipes to Python developers.
jessehamalainenaalto/dawp
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
jessehamalainenaalto/Deep-Reinforcement-Learning-Hands-On-Second-Edition
Deep-Reinforcement-Learning-Hands-On-Second-Edition, published by Packt
jessehamalainenaalto/Dispersion-Trading-using-Options
Dispersion Trading using Options
jessehamalainenaalto/financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python.
jessehamalainenaalto/gs-quant
Python toolkit for quantitative finance
jessehamalainenaalto/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
jessehamalainenaalto/nyumath2048
NYU Math-GA 2048: Scientific Computing in Finance
jessehamalainenaalto/poma2020E
jessehamalainenaalto/pyfolio
Portfolio and risk analytics in Python
jessehamalainenaalto/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
jessehamalainenaalto/quantstats
Portfolio analytics for quants, written in Python
jessehamalainenaalto/snlp2022
jessehamalainenaalto/SPX-Gamma-Exposure
Calculates estimate of market maker gamma exposure derived from S&P 500 index options
jessehamalainenaalto/stable-baselines3
PyTorch version of Stable Baselines, reliable implementations of reinforcement learning algorithms.
jessehamalainenaalto/tf-quant-finance
High-performance TensorFlow library for quantitative finance.