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Name: OEA
Type: User
Company: @Meridian
Bio: Fintech
Location: New York
Name: OEA
Type: User
Company: @Meridian
Bio: Fintech
Location: New York
Open source post-trade risk management system
Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives
A fast tick database for financial timeseries data, built on FoundationDB with simplified SQL layer
An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant
Option Pricing Class to calculate different options with different methods in Python
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
real-time predictive options model - mathematical modeling
C# gui for trading
Preparation, test data, models and results for Optiver's Ready Trader One 2020.
Example of order book modeling.
line drawing colorization using chainer
Pair Trading in Fixed Income Market future,ed
Pair Trading Strategy using Machine Learning written in Python
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
Read-only release history for Parse-Liberty
http://pythonprogramming.net/machine-learning-pattern-recognition-algorithmic-forex-stock-trading/
Principal Component Analysis of Interest Rate Swaps
Predictive Yield Curve Modeling in Reduced Dimensionality
Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) technique on the European AAA-rated Government Bond Yield curve. The PCA can greatly simplify the problem of modelling the yield curve by massively reducing its dimensionality to a small set of uncorrelated features. It finds several applications in finance and in the fixed income particularly from risk management to trade recommendation. After selecting a subset of Principal Components (PCs), this paper first analyzes their nature in comparison to the original rates and the implications in terms of information retained and lost. Then the time-series characteristics of each PC are studied and, when possible, Auto-Regressive Moving-Average (ARMA) models will be fitted on the data. One hundred observations of the original dataset are set aside as a test set to evaluate the predictive power of these models. Eventually, further analyses are performed on the PCs to evaluate the presence of heteroscedasticity and GARCH-ARCH models are fitted when possible. Tests are performed on the fitted coefficient to investigate the real nature of the conditional variance process.
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Precious Metal Price ARIMA Prediction
Flask site that pulls data from quora, trains several models, and then outputs whether to go short or long on stocks for those models.
Predict whether a loan will be repaid using automated feature engineering.
Data mining
Source code examples for "Prowide Core", open source SWIFT Java library
Comprehensive business model and parser for all ISO 20022 messages
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.