Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…

C++ option pricing library on vanillas & exotics, Python volatility calibration library

Market Making via Reinforcement Learning

Market simulator

Code for the paper "Hedging with linear regressions and neural networks"

Notes and exercise solutions for second edition of Sutton & Barto's book

Solutions of Reinforcement Learning, An Introduction

Repo for the Deep Reinforcement Learning Nanodegree program

Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions, IMC 2020 (Best Paper Finalist)

Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).

Reinforcement Learning for Trading

Practice of Deep Reinforcement Learning with Keras and gym.

A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.

Python Library for Model Interpretation/Explanations

Interpretability and explainability of data and machine learning models

PMLB: A large, curated repository of benchmark datasets for evaluating supervised machine learning algorithms.

Asynchronous sequences for F#

Python for .NET is a package that gives Python programmers nearly seamless integration with the .NET Common Language Runtime (CLR) and provides a powerful application scripting tool for .NET develo…

High performance datastore for time series and tick data

C# pure functional programming framework - come and get declarative!

QLNet C# Library

QuantStart Forex Backtesting and Live Trading

Systematic Trading in python

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

MBrace Core Libraries & Runtime Foundations

Canonical actor model implementation for .NET with local + distributed actors in C# and F#.

The example source code for the book F# for Quantitative Finance