Financial Engineering Collection

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“Collection of notebooks about quantitative finance, with interactive python code.”

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🔥Fire

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“C++ DataFrame for statistical, financial, and ML analysis in modern C++”

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“Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau”

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“Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.”

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“A Deep Graph-based Toolbox for Fraud Detection”

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“Applications of Monte Carlo methods to financial engineering projects, in Python.”

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“Machine learning models for time series analysis”

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“Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.”

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“A collection of methods for solving Finance/Accounting equations, implemented in C#.”

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⚙️Steel

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“OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.”

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“Python Financial ENGineering (PyFENG package in PyPI.org)”

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“Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.”

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“A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.”

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“A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X”

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🔥Fire

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“C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators”

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“Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.”

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“😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉”

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“Demeter is a blockchain backtesting tool that supports trading types such as swaps, liquidity provider, lending, and options. It is compatible with markets including Uniswap, GMX, Aave, Deribit, and Squeeth.”