lifengzhi's repositories
CppCoreGuidelines
The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++
black-scholes-NN
Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das
blackscholes_nas
Can a neural network learn Black Scholes, yes...
codility-solutions
Codility test solutions with Java
CPP-design-pattern-derivatives-pricing
My codes and notes for Joshi's book: c++ design patterns and derivatives pricing
Disruptor-cpp
Port of LMAX Disruptor to C++
EliteQuant_Cpp
C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.
fixpp
fixpp - A modern C++ FIX library
Heston_model
Calibration and pricing options in Heston model
interview_python
关于Python的面试题
learn-black-scholes
ML for BS
machine-learning-cheat-sheet
Classical equations and diagrams in machine learning
Mining-the-Social-Web-2nd-Edition
The official online compendium for Mining the Social Web, 2nd Edition (O'Reilly, 2013)
modern-cpp-features
A cheatsheet of modern C++ language and library features.
NN-Option-Pricing
Deep Neural Networks for Options Pricing (Python) :gem:
opentrade-1
An open source OEMS, and algorithmic trading platform in modern C++
Options-Modelling
Root-finding algos, Black-Scholes and trees with Python
options-pricing
C++ implementation of options pricing models
OptionsPricing
Price an option or determine implied volatility with the Black Scholes model
OptionsPricing.cpp
Pricing models for vanilla options in C++.
python-crawler
python crawler use scrapy
python_interview_question
关于python的面试题
queues
A public domain lock free queues implemented in C++11
quickfix
QuickFIX C++ Fix Engine Library