Quantitative-Finance-Algorithms

Welcome to our Quantitative Finance Algorithms repository! Here, you'll find a collection of powerful mathematical algorithms tailored for trading, asset management, and investing. These algorithms form the backbone of quantitative finance, helping traders and investors make informed decisions in the dynamic world of financial markets.

Algorithms We're Going TO Start WITH:

1. Black-Scholes Option Pricing Model:

   • Paper: "The Pricing of Options and Corporate Liabilities" by Fischer Black and Myron Scholes.

2. Monte Carlo Simulation:

   • Paper: "The Monte Carlo Method" by Stanislaw Ulam.

3. Markowitz Portfolio Optimization:

   • Paper: "Portfolio Selection" by Harry Markowitz.

4. Kalman Filter:

   • Paper: "A New Approach to Linear Filtering and Prediction Problems" by Rudolf E. Kálmán.

5. GARCH (Generalized Autoregressive Conditional Heteroskedasticity) Model:

   • Paper: "Generalized Autoregressive Conditional Heteroskedasticity" by Tim Bollerslev.

Getting Started:

We'll be back SOON.