Name: PINAKI BHATTACHARYYA
Type: User
Bio: Graduate Student
Interests: Soft condensed matter physics, Stochastic Processes, Biophysics, Nonequilibrium Statistical Mechanics, Quantitative Finance
Twitter: pinakiclickz
Location: Bangalore, India
PINAKI BHATTACHARYYA's Projects
Study resources for quantitative finance
Advances in Financial Machine Learning
Research in investment finance with Python Notebooks
Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.
Collection of notebooks about quantitative finance, with interactive python code.
Financial derivatives modeling and pricing in Julia.
Financial Theory Course (MSc)
Python library to download market data via Bloomberg, Quandl, Yahoo etc.
A Python package for finite difference numerical derivatives in arbitrary number of dimensions.
Material for a course on finite difference methods for differential equations.
Pricing derivatives using the explicit finite-difference method
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Books
Common financial technical indicators implemented in Pandas.
Nonlinear fluctuating hydrodynamics for anharmonic chains
A set of classes/scripts for NLP tasks focused on finance data
Lecture Slides, Exercises, and Deployment Materials for "Foundations of Numerical Computing"
A project of realizing computational methods for finance, including finite difference methods, radial basis functions, and Monte Carlo simulations.
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
Linear and non-linear spectral forecasting algorithms
Baruch Course - Modeling and Market Making in Foreign Exchange
A package for Gaussian random field generation in Julia
Collection of generative models, e.g. GAN, VAE in Pytorch and Tensorflow.
Stochastic Gillespie-type simulations using Julia
A high-performance topological machine learning toolbox in Python
Basic Git commands and other useful info