Serge's repositories
K-th-to-default-Basket-CDS-pricing
pricing via monte carlo by utilizing gaussian and t copula
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Computational-Finance-Course
Here you will find materials for the course of Computational Finance
CQF
my CQF journey: Python labs
CQF_example
Repository for my CQF Final Project
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
learning-market-maker
Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."
Project-on-asian-option-pricing
Pricing of asian option under different conditions: geometric/arithmetic, discrete/continuous, fixed/float strike
Project-on-portfolio-optimization
Optimization of portfolio, portfolio simulation, VaR and backtesting
noa
Differentiable Programming Algorithms in Modern C++
nyumath2048
NYU Math-GA 2048: Scientific Computing in Finance
PythonResources
My curated list of Python resources on Quantitative Finance
Trading-strategy---Random-forest
futures price movement forecast and backtest