The algorithmic trading hypothesis relies on technical indicators to identify market trends and entry signals. Project of Group 3 - CS408 - APCS, HCMUS - 2025.
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Updated
Apr 28, 2025 - Python
The algorithmic trading hypothesis relies on technical indicators to identify market trends and entry signals. Project of Group 3 - CS408 - APCS, HCMUS - 2025.
Computational Finance Projects
QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.
HedgeHog is an open-source, mid-to-long-term-focused stock portfolio manager. HedgeHog's investment model is based on fundamental analysis and market sentiment.
📈 Analyze how rumors affect investment decisions using a qualitative reasoning engine for better outcomes and informed choices.
Quant
Program "Lookback Option Pricer" developed under Project 18-01-00910 "Numerical methods for contemporary problems of mathematical finance" supported by RFBR
Time Series Analysis and Forecasting
⚡ Streamline option pricing with ML surrogate models, achieving 100-1000x speedup and <1% error for efficient real-time risk management.
Uncharted is a pre-market analysis tool useful for intraday cash segment traders.
Pricing of a European call option under Monte Carlo & Black Scholes approach
Monte Carlo simulation
Monte Carlo simulation toolkit for equity trading, utilizing GBM and Pareto distributions to model price movements and trading volumes
End-to-End Python implementation of Wu et al.'s (2025) ICAIF'25 paper. It translates unstructured earnings press releases into quantifiable market signals. Implements oLDA topic modeling, Transformer embeddings (BERT/FinBERT/MPNET), GPT-4o interpretability, and rigorous econometric analysis.
Collections of Notebooks for Pandas Library for Finance
A script to download, clean and collate data from the Federal Reserve Economic Database (FRED), European Central Bank (ECB), Bank of England (BOE), China Central Depository & Clearing (CCDC) and Our World in Data COVID-19 Database (OWID).
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