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I will add the quantitative finance code in python.Kindly assign me this issue
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For the actions image in "FinRL for Quantitative Finance: Tutorial for Portfolio Allocation"
How can I get output actions in the link "https://towardsdatascience.com/finrl-for-quantitative-finance-tu…
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Here are ten unsolved problems in algorithmic trading framed within a pure mathematics context:
1. **Optimal Execution Problem**: Finding a universally optimal strategy for executing large orders t…
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Hi All, I would like to reproduce the results or so similar weights as in the article (https://towardsdatascience.com/finrl-for-quantitative-finance-tutorial-for-portfolio-allocation-9b417660c7cd). Ho…
MMMK2 updated
10 months ago
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I need someone to document this repository for me
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I would like to implement a real-time risk management module that integrates with existing derivative hedging strategies. This module should:
Calculate key risk metrics such as Value at Risk (VaR),…
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I suggest adding topics such as `options`, `stock-options`, `finance`, `quantitative-finance`, `delta-hedging`, `option-pricing`, `hedging` in the About section at https://github.com/Kris-SF/public_pr…
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Hi and thank you for an excellent book on this topic. I am almost finished and looking to try the dynamic graphs for tracking training updates. However, it cannot find the function Update in the maste…
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I am quite interested in your book Applied Quantitative Finance for Equity Derivatives - Third Edition. How many Julia snippets are provided in this book?
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It looks like this line is wrong and should be
numChunks = (numRequestedElements + NUM_ELEMENTS_PER_BUFFER_CHUNK - 1) / NUM_ELEMENTS_PER_BUFFER_CHUNK;
otherwise it simply adds 0 all the time and…