Low Latency Interest Rate Markets – Theory, Pricing and Practice

Investment Research for Everyone, Anywhere.

Quant Research

My Quant Research Papers (incl. Coding & Excel Examples)

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

This is an example of applying PCA to curve trades and modelling the mean reversion.

Source Codes for the Book of Trading Strategies

Deep Reinforcement Learning Framework for Factor Investing

잘해보자

This is my remote repo for the 2021 UM FinTech Bootcamp

Constructing a portfolio using long-term options to replicate the S&P and invest the remaining cash in t-bills.

Repository for ESC SPRING activities

Introduction to Artificial Intelligence(Deep Learning)

[2021.01-2022.01] 투빅스 14기 우수코드 저장소입니다.

quant+coin investment strategy test by cham

The QuantLib C++ library

A curated list of awesome machine learning interpretability resources.

Quantitative analysis, strategies and backtests

Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )

FinancialVision

Predictive Yield Curve Modeling in Reduced Dimensionality

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

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 ;)