Indicator Go delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀

Python financial widgets with okama and Dash (plotly)

An easy-to-use manual to use the OpenBB terminal developed by 3 university students

Official public repository of Berlin Quant Lab (BQλ), the quantitative finance initiative of the Berlin Investment Group (BIG). Featuring quantitative finance research, algorithmic trading strategies, market analyses, educational materials, and open-source projects.

中泰证券 XTP 系统行情数据接收与转发示范

Code for extracting mean-reverting portfolios out of large data sets.

This project utilizes a modern precision matrix estimation technique known as factor graphical lasso for Markowitz portfolio optimization

Analyzing sentiment scores from Twitter texts using transformer models (RoBERTa, BERT) and VADER, then comparing them with actual stock values by treating the problem as both numerical and categorical.

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.

🖥️🚀📈📉Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market