quantitative-finance

Former bond nerd that had zero coding experience and accidentally bought the IP for a ml platform that identifies bond trade opportunities. Learning full stack dev, devops, data engineering & clouds from the deep end of the pool.

Julia Package for Financial Monte Carlo Simulations

PyQR is open source lib, based on numpy, for financial quantitative risk management.

A simple parser for historical quotes available at Brazil's stock exchange B3. As 06/2022 available at https://www.b3.com.br/en_us/market-data-and-indices/data-services/market-data/historical-data/equities/historical-quote-data/

Using ARMA models to individually predict next day prices for stocks on the ibov and pick the best 10 forecasts to buy next day.

A python notebook on modelling oil prices with free data using a VAR model.

An equity derivatives pricing library in C++