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Diptesh Patel's Projects

-fftblackscholes icon -fftblackscholes

Fast Fourier Transform (Cooley–Tukey algorithm) for the Black Scholes model: cuda cufft vs c++

airgeddon icon airgeddon

This is a multi-use bash script for Linux systems to audit wireless networks.

arbitragelab icon arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

ffn icon ffn

ffn - a financial function library for Python

ml_notes icon ml_notes

My small cheatsheets for data science, ML, computer science and more.

quantitative-notebooks icon quantitative-notebooks

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

quantstats icon quantstats

Portfolio analytics for quants, written in Python

schwab-py icon schwab-py

Unofficial API wrapper for the Schwab HTTP API

tbot-tradingboat icon tbot-tradingboat

Converting TradingView PineScript Alerts into Interactive Brokers Orders

tda-api icon tda-api

A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.

turingtrader icon turingtrader

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

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