CareerLow's repositories

13F

13F analyzer which removes options holdings

Language:PythonStargazers:0Issues:0Issues:0

aider

aider is AI pair programming in your terminal

Language:PythonLicense:Apache-2.0Stargazers:0Issues:0Issues:0

AiDotNet

A new library for all of the newest ai algorithms

Language:C#License:Apache-2.0Stargazers:0Issues:0Issues:0

awesome-pinescript

A Comprehensive Collection of Everything Related to Tradingview Pine Script.

Stargazers:0Issues:0Issues:0

awesome-quant

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

Language:PythonStargazers:0Issues:0Issues:0

bayestestR

:ghost: Utilities for analyzing Bayesian models and posterior distributions

Language:RLicense:GPL-3.0Stargazers:0Issues:0Issues:0

cursor

The AI Code Editor

Stargazers:0Issues:0Issues:0

deephedging

Implementation of the vanilla Deep Hedging engine

Language:Jupyter NotebookLicense:GPL-3.0Stargazers:0Issues:0Issues:0

DeepSeek-Coder-V2

DeepSeek-Coder-V2: Breaking the Barrier of Closed-Source Models in Code Intelligence

License:MITStargazers:0Issues:0Issues:0

estimating-option-implied-probability-distributions-for-asset-pricing

Forecasting the performance of an asset and quantifying the uncertainty associated with such a forecast is a difficult task: one that is frequently made more difficult by a shortage of observed market data. This example illustrates one approach for creating a price forecast based on option price data.

License:NOASSERTIONStargazers:0Issues:0Issues:0

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

License:AGPL-3.0Stargazers:0Issues:0Issues:0

gs-quant

Python toolkit for quantitative finance

License:Apache-2.0Stargazers:0Issues:0Issues:0

jupyter-quant

A dockerized Jupyter quant research environment.

License:Apache-2.0Stargazers:0Issues:0Issues:0

multiarm_kelly_portfolio

Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation

Language:Jupyter NotebookStargazers:0Issues:0Issues:0

mutual_information

Contains companion code for the Mutual Information YouTube channel

License:MITStargazers:0Issues:0Issues:0

NYU-Course-Notes-and-Resources

NYU Course Notes & Resources

Stargazers:0Issues:0Issues:0

OoplesFinance.StockIndicators

Largest C# stock indicator library with over 750 to choose from and easiest to use with abilities such as making an indicator out of any other indicator or using any moving average with any indicator.

Language:C#License:Apache-2.0Stargazers:0Issues:0Issues:0

option-probability-distribution

Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore

Language:PythonStargazers:0Issues:0Issues:0

Probabilistic-Programming-and-Bayesian-Methods-for-Hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

Language:Jupyter NotebookLicense:MITStargazers:0Issues:0Issues:0

pyfolio

Portfolio and risk analytics in Python

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:0Issues:0

python-training

Python training for business analysts and traders

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:0Issues:0Issues:0

qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

Language:PythonLicense:MITStargazers:0Issues:0Issues:0

QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

License:GPL-3.0Stargazers:0Issues:0Issues:0

quantstats

Portfolio analytics for quants, written in Python

Language:PythonLicense:Apache-2.0Stargazers:0Issues:0Issues:0

scipy

SciPy library main repository

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

StochVolModels

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

License:GPL-3.0Stargazers:0Issues:0Issues:0

toraniko

A multi-factor equity risk model for quantitative trading.

Language:PythonLicense:MITStargazers:0Issues:0Issues:0

tradingview-pinescript-indicators

A collection of the various technical indicators implemented in Pine Script Language

Stargazers:0Issues:0Issues:0

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

Language:PythonLicense:GPL-3.0Stargazers:0Issues:0Issues:0

vollib

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

License:MITStargazers:0Issues:0Issues:0