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research and trading algorithms for team Linear Utility, which placed second in IMC Prosperity 2
🔄 Exploring Optimal Order Execution in Simulated Limit Order Books
Literature survey of order execution strategies implemented in python
We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from permanent and temporary market impact. As an example, assume …
ASCII generator (image to text, image to image, video to video)
An optimal trading trajectory solver.
Time-Weighted Average Price orders on any DEX
A new markup-based typesetting system that is powerful and easy to learn.
This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
This project aims to strip the Equity Local Volatility using SABR fitting method and test the calibration quality with Monte-Carlo. Arbitrages cleaning on market prices is required since the SABR d…
Collection of notebooks about quantitative finance, with interactive python code.
MambaOut: Do We Really Need Mamba for Vision? (CVPR 2025)
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Volume-Synchronized Probability of Informed Trading
In mathematical finance, the SABR model is a stochastic volatility model, which attempts to capture the volatility smile in derivatives markets. I explained the formula of SABR model, then demonstr…
💩State-of-the-art shitcode principles your project should follow to call it a proper shitcode
Convert CAJ (China Academic Journals) files to PDF. 转换中国知网 CAJ 格式文献为 PDF。佛系转换，成功与否，皆是玄学。
three stochastic volatility model: Heston, SABR, SVI
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
An Interview Primer for Quantitative Finance
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
Submission for Optiver's 2023 ReadyTraderGo.
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 150+ Indicators
Public quant internship repository, maintained by NUFT but available for everyone.
Guide on how to prepare for quant trading roles out of college
My solutions to the problems in Fifty Challenging Problems in Probability by Frederick Mosteller
本仓库持续更新【概率计算】问题及解答。主要来源是一些书、我和周围朋友面试遇到的题以及网上的零散面经中觉得还不错的题。
Learn to build an autotrader with Optiver's Ready Trader Go Simulator