A list of online resources for quantitative modeling, trading, portfolio management

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

We propose a new Portfolio Management strategy combining Log-Optimal based Strategy and Reinforcement-Learning based Strategy.

using the Inverse-Transform method to speed up options pricing simulations in R

A python telegram bot to fetch real-time global financial market indices, latest news articles in the world of finance & business, and articles of math models & finance for algorithmic trading

Tools and analytics for smart derivative contracts.

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

Find arbitrage-free initial price for options in the CRR binomial options pricing model

Course material for Mathematical and Computational Finance 1

Supplementary code for "Persistence as an optimal hedging strategy"

Course material for Mathematical and Computational Finance 1