Computational Statistics For Quantitative Finance

Programming for Quantitative and Computational Finance

Monte Carlo simulation: Pricing an European options under binary and lookback payoff schemes

Dodoni.net is a free/open-source library with the aim to provide a object-oriented framework for numerical computations, i.e. Linear Algebra operations, Numerical Integration, Fast-Fourier-Transformation, 1-/n-dimensional Optimization, curve/surface fitting, special functions etc., quantitative finance (pricing and risk management).

Exploring quantitative and computational finance topics as well as upload of personal projects.

Focuses on computational quantitative techniques that are used in finance and risk management, including Simulation and Optimization.

Quantitative and computational finance library

Quantitative Finance and Computational Macroeconomics project

MS-CFRM pre-program course reviews the mathematical methods fundamental for the study of quantitative and computational finance. For more on the MS program look here:

This portfolio contains trading strategies produced in the quantitative finance division of Bonsai Applied Computations Group @ the University of Miami

PyTorch-based library for quantitative finance. Aims to encourage data-driven quants research by providing differentiable and GPU-accelerated financial computation. Alpha project.

A myriad of constantly updated learning resources pertaining to computational and quantitative finance.

The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.

QuantCore.Net is a high-performance .NET library for quantitative finance computations with low latency,deterministic behavior,and allocation-aware APIs.

Part of a two-project portfolio targeting computational systems roles in quantitative finance and computational biology.

Repository for quantitative computational finance resources, including test modules and scripts for market analysis.

University of Michigan Quantitative Computational Finance Club repository for F25 project regarding Mean-Variance Optimization and Black-Litterman Model

A cutting-edge implementation of quantum-inspired algorithms for portfolio optimization. This project explores hybrid classical-quantum approaches, including QAOA-inspired solvers, to optimize asset allocation under multiple risk-return criteria. Built for research in quantitative finance, computational finance, and emerging quantum technologies.

A Python-based quantitative finance tool for pricing European options and calculating first and second-order Greeks. Features vectorized NumPy computations and comprehensive risk dashboards for derivatives analysis

Financial market simulations combining stochastic models (GBM, Heston) with agent-based modeling. Explores price dynamics through different trader behaviors - fundamentalists, chartists, noise traders, contrarians, and institutional players. Built with Python for anyone interested in quantitative finance and computational economics.

A Python-based simulation tool that leverages the Monte Carlo method to estimate the pricing of European options under the Black-Scholes model. This project explores the intersection of stochastic processes, quantitative finance, and computational methods, providing a practical demonstration of financial modeling using simulations.

Computational finance & quantitative finance challenges

A systematic implementation of fundamental quantitative finance models, spanning stochastic processes, option pricing, volatility modeling, and portfolio optimization, with a focus on mathematical rigor, computational methods, and empirical validation using real market data.

Python work - Computational Quantitative Finance

This repository is about Quantitative Finance & Computational Finance

Computational Intelligence, Machine Learning, Quantitative Finance & Risk Analytics

Docker image for Quantitative Finance, Algorithmic & Computational Finance and Financial Engineering with R

My GitHub profile - Computational methods, quantitative finance, and numerical analysis

Programming for Quantitative and Computational Finance, Fall 2017, Columbia University

An ongoing project about using Monte Carlo algorithm for computational physics(Phase transitions, computational nano science, etc) and quantitative finance.Combining this one and my former project: A toy project of Linear Regression is even enough to start a tiny hedge fund!