alexandrebrilhante/OptionsPricing.jl alexandrebrilhante/OptionsPricing.jl

  • Stars
    star
    2
  • Language
    Julia
  • License
    Other
  • Created over 6 years ago
  • Updated over 6 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
alexandrebrilhante/OptionsPricing.jl
github

alexandrebrilhante

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Pricing models for vanilla options in Julia.

More Repositories

1

DiscreteChoice.jl

Discrete choice modeling and estimation in Julia.
Julia
5
star
2

quantnet

A PyTorch implementation of QuantNet: Transferring Learning Across Systematic Trading Strategies.
Python
2
star
3

ift3515

Optimisation non linΓ©aire.
Jupyter Notebook
1
star
4

vasco

Rust
1
star
5

bloomberg

Rust API for Bloomberg.
Rust
1
star
6

microprice

A Jax implementation of Micro-Price: a high frequency estimator of future prices.
Python
1
star
7

almgren-chriss

Deep reinforcement learning for optimal execution of portfolio transactions.
Python
1
star
8

pair-sniffer

Algorithmic pairs trading sniffer.
Python
1
star
9

ioi-engine

FIX protocol IOI engine.
Python
1
star
10

albuquerque

Rust
1
star
11

tick_handler

Low-latency market data feed handler.
Rust
1
star
12

pulsar-io-questdb

QuestDB sink connector for Apache Pulsar.
Java
1
star
13

ioi_engine

FIX IOI engine.
Rust
1
star