masa4u
working in miraeassetdaewoo as a quant developer. c/c++ python is my favorite language and nowadays i interested in typescript and devops environment.
Daewoo securitiesSeoul/Korea
Pinned Repositories
academic
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Alan-Du.github.io
My Blog Pages
arrow
Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
blp
Pythonic interface for Bloomberg Open API
clibs
quantative libraries for derivative product pricing(target windows/linux)
downloads-archive-3
pyboostnote
boostnote.io python data handler(impoter / expoter)
QuantExt
QuantLib Extention cmake support(from OpenSourceRisk/Engine)
masa4u's Repositories
masa4u/downloads-archive-3
masa4u/pyboostnote
boostnote.io python data handler(impoter / expoter)
masa4u/QuantExt
QuantLib Extention cmake support(from OpenSourceRisk/Engine)
masa4u/academic
masa4u/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
masa4u/Alan-Du.github.io
My Blog Pages
masa4u/arrow
Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
masa4u/blp
Pythonic interface for Bloomberg Open API
masa4u/cpp-boilerplate
masa4u/cpp-example
masa4u/gatsby-starter-typescript
masa4u/InterestRateModelling_examples
Example for Interest Rate Modelling Lecture
masa4u/kakaowb
kakaoworks async api(python 3)
masa4u/muRisQ-ir-models
muRisQ Advisory: Interest Rate Models for Derivatives.
masa4u/nestjs-seed
Our NestJS seed we use for Node backend projects
masa4u/OG-Analytics
masa4u/omegaQlProject
This is one of the projects of Omega Partners Inc, OmegaQlproject to construct yield curve of Risk Free Rate, SOFR and TONAR.
masa4u/pandoc-latex-template
A pandoc LaTeX template to convert markdown files to PDF or LaTeX.
masa4u/protobuf
Protocol Buffers - Google's data interchange format
masa4u/pycallback
masa4u/QuantExtBoilerplate
QuantLib and QuantLibExt c++boilerplate project
masa4u/QuantLibXL
An Excel addin for QuantLib.
masa4u/research
Contains all the Jupyter Notebooks used in our research
masa4u/snowball-trading
masa4u/sofr
SOFR curve bootstrapping
masa4u/StochasticLocalVolatilityModels
Stochastic local volatility model calibration
masa4u/Strata
Open source analytics and market risk library from OpenGamma
masa4u/telegram-file-archive-bot
masa4u/Waver
4th Wave maker
masa4u/xbbg
An intuitive Bloomberg API