Projects

High-performance C++ application designed to parse PCAP files from an Exchange
Downloads
2
Updated
rust_grpc_finance_server Paul Lopez
A gRPC server for simulating real-time financial data streams, built with Rust and Docker
Downloads
1
Updated
A C library implementing data structures and operations for neural networks.
DefconQ - KDB/Q Resources Alexander Unterrainer - DefconQ
Most powerful and fastest array Programming Language for Quant Finance
Haskell-based RESTful service for pricing European options using Monte Carlo, Black-Scholes, and FDM
C++ integration lib with Python bindings and FastAPI endpoints for scalable numerical computation
AnalystRSS 2024-10-14
Analyze the analysts, then analyze their analysis
STOC'D 2024-10-14
Stochastic Trade Optimization for Credit Derivatives
Matrix Library in C for Neural Networks Paul Lopez
Matrix Library for Neural Network development
Downloads
4
Updated
Financial Calculations Packages Paul Lopez
Price bonds, construct and analyze credit yield curves, and compute Jump-to-Default risk for bonds.
Downloads
6
Updated
Python Option Pricing & Hedging Tool markbogorad
A Python-based tool for intuitive options pricing, hedging, and real-time data integration with Kdb+
Downloads
7
Updated
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