Quantitative Finance book

Top training materials in quantitative finance

Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.

This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.

everything quantitative finance related

Quantative Trading, building a trading strategy by generating alpha, optimizing a portfolio.

Quantitative Finance exercises from Mark Joshi's textbooks

A place to put my notebooks related to quantitative finance

This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets

Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis is based on a Monte Carlo simulation that takes the historical data of the underlying from Yahoo Finance; it calculates its historical volatility and indicates its latest price (May 9, 2020). On the basis of the prices, the risk free rate and the maturity taken as reference (17 June 2020), it carries out “i” simulations, for a predetermined number of steps, estimating the average price at maturity. After running the Monte Carlo simulation, through the Black-Scholes-Merton model, we calculate the price of the options with the data of May 9, 2020. We also present an alternative calculation through the Black model (which are almost equal). Once the prices of the options have been calculated, we have evaluated which strategy to implement based on the options available on the market. We therefore opted for a Put Spread Ratio strategy which consists of buying a Put with a strike price of 30 and shorting 2 Put with a strike price of 25. Then we have the profit positions of the individual options, reaching the graphic screen of the strategy and indicating the maximum payoffs and minimums. Finally, we concluded with the calculation of the Greek and the respective plots. We also present part of the project using an open source library, QuantLib.

The official wiki for all things quant finance

Tibra (Prop Trading) Quant Training

Q-finance approaches..

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Collection of C++ programming for quantitative finance applications.

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My first quantitative finance repository which includes hours and hours of passion translated into codes and numbers. This includes academic projects and personal researches.

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Implementation of some popular quantitative finance models in Python

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Project repository for Quant Finance Society Southampton

This repository contains my implementations inspired by Hanson (2025), Learning Modern C++ for Finance, showcasing modern C++17/C++20 features applied to quantitative finance. It serves as a concise collection of examples bridging high-performance C++ programming with financial engineering concepts.

R, python, data science, machine learning, financial engineering, quant finance, learning, projects etc

Code for MSc Quantitative Finance Dissertation

Production-grade Rust execution infrastructure for automated trading. Zero-allocation hot paths. No panics on external input. MIRI-verified memory safety. Python computes the strategy. nanobook handles everything else.

QuantFinance

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Personal blog for Quantfinance posts and thoughts

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