Finance
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Noa
grinisrit
Differentiable Programming Algorithms in Modern C++
157GitHub
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Results · “differentiable-simulations”
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Results: 5
Finance
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Algobot
ZENALC
Cryptocurrency trading bot with a graphical user interface with support for simulations, backtests, optimizations, and running live bots.
954GitHub
Finance
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StochVolModels
ArturSepp
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
237GitHub
Finance
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PyOptionPricing
boyac
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
316GitHub
Finance
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CompFinance
asavine
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
202GitHub
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