Powerful automatic differentiation in C++ and Python
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Solstice is an economic network simulation framework
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
High-frequency trading system with backtesting and risk management.
A C++ program used for Option Portfolio variance estimation and risk management
C++ trading system for BTC/USDT with backtesting engine, live shadow trading simulation, Binance API integration, algorithmic trading strategies, risk management, order matching, performance analytics (Sharpe, Sortino, Max Drawdown), and modular architecture for quantitative finance and crypto trading research.
C++ implementation of Monte Carlo simulations for pricing down-and-in European barrier call options, using the Box-Muller method for Gaussian sampling and simulating 100,000 paths with up to 10,000 steps per path to analyze the effect of different barrier levels.
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