Stars
A lightweight data processing framework built on DuckDB and 3FS.
Open Source Options Analytics Platform.
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
LLM Code Interpreter Demo for YouTube video 🎥
LLM RAG Application with Cross-Encoders Re-ranking for YouTube video 🎥
ABIDES: Agent-Based Interactive Discrete Event Simulation
Multi-Agent eXchange simulator developed at Oxford-Man Institute
Implementation of the vanilla Deep Hedging engine
PyTorch-based framework for Deep Hedging
Master programming by recreating your favorite technologies from scratch.
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
System for using Random Forest models to predict the S&P 500's overnight return.
A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi
System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack
A System for Selling 0-DTE SPX Options
Quantitative research and educational materials
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Vizro is a low-code toolkit for building high-quality data visualization apps.
A visual introduction to probability and statistics.
R package intended for visualisation, analysis and reconstruction of limit order book data
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
algo trading backtesting on BitMEX