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bankcsvtoqif

Converts csv files from a bank to qif and replaces descriptions and target accounts according to predefined customizable rules along the way. Intended to work as a tool for gnucash.

bench_spherical_voronoi

cpp-examples

Examples of C/C++ programs.

data

Python related videos and metadata powering =>

deep_rough_calibration

C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.

eisenmux

A bash script creating an Eisenhower matrix on the terminal using tmux and TaskWarrior.

engine

Open Source Risk Engine

geolocation-python

Geolocation is a simple and clever application which uses google maps api. This application allows you to easily and quickly get information about given location Application returns such information as: country, city, route/street, street number, reverse geocode, lat and lng, travel distance and time for a matrix of origins and destinations.

jupyter-deployment-uat

keras-grid

Provides a wrapper for keras models to consistently try a grid of parameterized models.

machine-learning---option-pricing-calibration-hedging--

Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging

machine-learning-examples

matplotlib

matplotlib: plotting with Python

mybindertest

nbstripouttest

perfect-container-factory

py_sphere_voronoi

Python utility code for handling spherical Voronoi Diagrams

pydata-london-2016-voronoi

Spherical Voronoi Diagrams in Python

pydata-london-2018-systemic-risk

slides from my talk

quantfinance-examples

quantlib

The QuantLib C++ library

scikit-learn

scikit-learn: machine learning in Python

scipy

Scipy library main repository

systemic-risk

taskarena

A tool adding collaborative functionality to TaskWarrior.

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

vlc-random-videoclip

A Python script that plays a videoclip in VLC chosen randomly from a subfolder. Great when having a party.