markbogorad
MS Financial Engineering Student at NYU Tandon Creating applied quantitative finance projects.
markbogorad's Stars
sdv-dev/CTGAN
Conditional GAN for generating synthetic tabular data.
Tzadiko/Orderbook
A limit orderbook supporting multiple order types written in C++. The writing of all this code has been documented on my YouTube channel, @TheCodingJesus
aishwaryanr/awesome-generative-ai-guide
A one stop repository for generative AI research updates, interview resources, notebooks and much more!
AsyncAlgoTrading/aat
Asynchronous, event-driven algorithmic trading in Python and C++
ynouri/pysabr
SABR model Python implementation
GriffinAustin/pynance
Lightweight Python library for assembling and analysing financial data
OpenBB-finance/OpenBB
Investment Research for Everyone, Everywhere.
federicomariamassari/willowtree
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
dbrojas/optlib
A library for financial options pricing written in Python.
google/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
romanmichaelpaolucci/Q-Fin
A Python library for mathematical finance
quantsbin/Quantsbin
Quantitative Finance tools
bbcho/finoptions-dev