Python interactive dashboards for learning data science

A library for financial options pricing written in Python.

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment an…

A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…

Python toolkit for quantitative finance

This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.