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@MathQuantLab

Math Quant Lab

Two quantitative students that love applied mathematics and Python

Math Quant Lab

Welcome to Math Quant Lab on GitHub! We are two students passionate about quantitative finance and applied mathematics, using this space to share our projects and interest in these fields.

About Us

As students with a keen interest in finance and applied mathematics, we explore how Python can be utilized to tackle complex problems and perform advanced data analysis. This GitHub is our playground for experimenting, learning, and sharing our findings.

Our Projects

Our projects range from quantitative financial analysis to applied mathematics applications, including the development of Python-based tools that can aid in our studies and research. Here are a few examples of what we're working on:

  • Market Analysis: Exploring market data to extract quantitative insights.
  • Mathematical Models: Applying applied mathematics principles to solve financial problems.
  • Programming Tools: Creating scripts and tools in Python to automate our analyses and research.

Technologies

We primarily use Python for our projects, leveraging libraries such as NumPy for numerical computing, Pandas for data manipulation, and Matplotlib for data visualization.

Collaboration

While we are not actively looking for new members at the moment, we are open to collaborations on specific projects that align with our interests. If you have ideas or projects in mind that could benefit from our expertise, feel free to reach out to us.


Passionately sharing our journey in quantitative finance and applied mathematics.

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  1. class-files-generator class-files-generator Public archive

    CLI that generates C++ class files

    C++

  2. heart-attack-risk-models heart-attack-risk-models Public archive

    A notebook with several models, trained on the following dataset.

    Jupyter Notebook

  3. brownian-motion-generator brownian-motion-generator Public

    Generates Brownian motion paths using CUDA

    Cuda 1

  4. weather-modelisation weather-modelisation Public archive

    Machine learning project that aims to model weather conditions in several Franch cities

    Jupyter Notebook

Repositories

Showing 10 of 15 repositories
  • options-implied-volatility Public

    Several methods for option pricing using implied volatility models

    MathQuantLab/options-implied-volatility’s past year of commit activity
    Jupyter Notebook 1 GPL-3.0 0 0 0 Updated Sep 5, 2024
  • path-shadowing-monte-carlo Public archive

    Path shadowing Monte Carlo implementation

    MathQuantLab/path-shadowing-monte-carlo’s past year of commit activity
    Jupyter Notebook 2 GPL-3.0 0 41 0 Updated Sep 5, 2024
  • gitignore Public

    Python package that writes .gitginore files

    MathQuantLab/gitignore’s past year of commit activity
    Python 0 GPL-3.0 0 0 0 Updated May 10, 2024
  • xva-monte-carlo-gpu Public archive

    XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations

    MathQuantLab/xva-monte-carlo-gpu’s past year of commit activity
    C++ 1 GPL-3.0 1 0 0 Updated May 5, 2024
  • asset-management Public archive

    Asset management projects

    MathQuantLab/asset-management’s past year of commit activity
    Jupyter Notebook 1 GPL-3.0 0 0 0 Updated Mar 23, 2024
  • interest-rates-modelling Public archive

    Interest rate modelling for LIBOR rates and eurdollar future contract rates

    MathQuantLab/interest-rates-modelling’s past year of commit activity
    Jupyter Notebook 0 GPL-3.0 0 0 0 Updated Mar 23, 2024
  • scattering_spectra Public Forked from RudyMorel/scattering_spectra

    Scattering Spectra used for the analysis and generation of time-series

    MathQuantLab/scattering_spectra’s past year of commit activity
    Jupyter Notebook 0 MIT 10 0 0 Updated Mar 22, 2024
  • .github Public
    MathQuantLab/.github’s past year of commit activity
    0 0 0 0 Updated Mar 15, 2024
  • shadowing Public Forked from RudyMorel/shadowing

    Implements Path Shadowing Monte-Carlo (PS-MC).

    MathQuantLab/shadowing’s past year of commit activity
    Jupyter Notebook 0 18 0 0 Updated Feb 27, 2024
  • MathQuantLab/TradingToolkit’s past year of commit activity
    Jupyter Notebook 0 GPL-3.0 0 0 0 Updated Feb 10, 2024

People

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