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6 search results found

Quantsbin ⭐ 76

Quantitative Finance tools

Algorithmic Trading ⭐ 33

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Stockast ⭐ 33

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

Option Pricing Models ⭐ 16

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Blackscholes_montecarlo ⭐ 13

Monte Carlo Methods applied to the Black-Scholes financial market model

Implement Option Pricing Model Using Python ⭐ 10

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Deep Multilevel Kolmogorov Pde Solver ⭐ 8

Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation

Quant Projects ⭐ 6

Implementations of Leading Algorithms in Quantitative Finance

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