masa's Projects
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
My Blog Pages
Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. It also provides computational libraries and zero-copy streaming messaging and interprocess communication. Languages currently supported include C, C++, Java, JavaScript, Python, and Ruby.
Pythonic interface for Bloomberg Open API
3rd Party Libraries Build Scripts
quantative libraries for derivative product pricing(target windows/linux)
Jump diffusion models to represent the correlation skew implied in equity basket quotations
Automatically exported from code.google.com/p/creditanalytics
A docker container providing a mirror of the Ubuntu Trusty distro
:whale: Public Docker Images
Various Dockerfiles
python example, thirdparty library examples
A parser for expressions and assignments based on Flex and Bison
quant library(based on boost and boost python), pyplusplus
Example for Interest Rate Modelling Lecture
kakaoworks async api(python 3)
dd
muRisQ Advisory: Interest Rate Models for Derivatives.
Our NestJS seed we use for Node backend projects