elitsatb Goto Github PK

aero-matlab

My matlab homework files

bobby

Tutorial code

capstone-project

Predicting stock market movement with EDA and Keras

courserar

courses

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

covid_gtrends

A simple nowcasting approach would have helped investor avoid the March Crash. Identifying the popularity of an event through “Google Trend” would have assisted investors decipher the COVID19 from “Black Swan” into “White Swan”. Google Trend analyzes the popularity of top search queries in Google Search across various regions and languages.

datasharing

The Leek group guide to data sharing

european-call-option-solvers

Finite Difference and Monte-Carlo based solvers.

finance-courses

Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)

finitedifference_pricing

Pricing derivatives using the explicit finite-difference method

finmathematics

Books

hands-on-python-for-finance

Hands-on Python for Finance published by Packt.

heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

latexify_py

Generates LaTeX math description from Python functions.

lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python)

mathematical-python

Introduction to Mathematical Computing with Python and Jupyter

matplotlib-style-configurator

Matplotlib style configuratior, built with Streamlit

option_pricing_methods

Repository for Undergraduate Thesis: The Evaluation, Comparison, Selection, and Implementation of Derivative Pricing Methods into a Trading Algorithm

pandas-profiling

Create HTML profiling reports from pandas DataFrame objects

programmingassignment2

Repository for Programming Assignment 2 for R Programming on Coursera

proj_option_pricing_matlab

Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

qrm

qrm

r4ds

R for data science: a book

research

Open sourced research notebooks by the QuantConnect team.

research_public

Quantitative research and educational materials

rstudio

RStudio is an integrated development environment (IDE) for R

swirl_courses

:mortar_board: A collection of interactive courses for the swirl R package.

whirlwindtourofpython

The Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"