Teams-first Multi-agent orchestration for Claude Code

Implementation of the vanilla Deep Hedging engine

All Python algorithms published by Open Source Modelling in one place.

Hull-White 1/2 Factor Dynamics

SOFR curve bootstrapping

Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London

Code related to my YouTube vids!

Reimplementing QuantLib examples by Python

KRX 주식 정보 스크래핑

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

muRisQ Advisory: Interest Rate Models for Derivatives.

muRisQ Advisory: Basic elements of the quantitative analysis libraries.

DX Analytics | Financial and Derivatives Analytics with Python

The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++