A collection of scripts and notebooks to help you get started quickly.
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Apr 15, 2025 - Jupyter Notebook
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quant-finance
Here are 27 public repositories matching this topic...
Powerful automatic differentiation in C++ and Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology risk-management quant-finance
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May 12, 2025 - C++
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
options monte-carlo derivatives option-pricing quantitative-finance american-options jump-diffusion stochastic-volatility-models black-scholes fourier-transform sabr european-options levy-processes heston-model asian-option bermudan-option lookback-option variance-swap barrier-option quant-finance
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Nov 19, 2024 - MATLAB
This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!
nlp machine-learning r deep-learning sentiment-analysis trading algorithms cpp data-analysis trading-strategies quantitative-finance technical-analysis fundamental-analysis high-frequency-trading quant-finance market-microstructure-analysis
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Sep 15, 2021 - R
Python Market Simulation Engine Built on top of Generative AI
transformer event-driven vae execution portfolio-optimization attention-mechanism market-making diffusion-models quant-finance
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May 23, 2025 - Python
Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.
linear-regression variance regression-models multiple-regression regression-analysis instability deviations market-analytics quant-finance
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Aug 29, 2020 - Jupyter Notebook
The official example scripts for the Numerai Signals Data Science Tournament
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Nov 27, 2024 - Jupyter Notebook
IB Gateway in a headless docker container.
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Apr 30, 2025 - Shell
RustyQlib: A quant library for derivative pricing and quantitative finance
rust trading rust-lang derivatives equity quantitative-trading risk-management commodities options-pricing quant-finance
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Mar 3, 2025 - Rust
I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
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Jan 11, 2023 - Jupyter Notebook
Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).
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Feb 20, 2022 - Jupyter Notebook
High-Performance Automatic Differentiation for Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology risk-management quant-finance
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Sep 2, 2024 - Python
Trading Evolved book code
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Jul 15, 2021 - Jupyter Notebook
Quant finance side projects: calculation of volatility surfaces from option chain data, LSTM time series prediction
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Nov 30, 2020 - Jupyter Notebook
Interactive Streamlit app simulating Geometric and Arithmetic Brownian Motion. Visualize financial asset price movements with adjustable parameters for paths, time steps, volatility, and initial price.
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Oct 23, 2024 - Jupyter Notebook
European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.
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Apr 22, 2025 - Python
Exotic Option Valuation using Monte Carlo Simulations
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Dec 21, 2022 - Jupyter Notebook
Defi: Swap, Deposit, Borrow, Approve ERC20, Borrow & Repay. Verify via Etherscan and Aave UI
smart-contracts blockchain python3 pytest solidity web3 erc20 web3py weth defi uniswap brownie paraswap kovan-network aave-protocol quant-finance lending-pool dai-tokens
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Apr 25, 2022 - Solidity
A quantitative portfolio optimization script that leverages historical price data, log-normal returns, and covariance analysis to compute optimal asset allocation via Sharpe ratio maximization using the SLSQP method under bounded constraints.
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May 5, 2025 - Python
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