Background Materials: Electronic Rates Trading & Quant Research

I work in electronic rates trading as a Quant Analyst and here I post background research relating to electronic rates markets, quant research and trading strategies.

Name		Name	Last commit message	Last commit date
Latest commit History 99 Commits
AI with Pacman (Berkeley)		AI with Pacman (Berkeley)
Algorithmic Differentiation		Algorithmic Differentiation
Asset Swaps		Asset Swaps
Bloomberg		Bloomberg
Bond Futures		Bond Futures
Bond vs Swap		Bond vs Swap
Bonds		Bonds
C Plus Plus		C Plus Plus
CDS ISDA Standard Model		CDS ISDA Standard Model
CMake Examples		CMake Examples
Cheyette IR Model		Cheyette IR Model
Coco Bonds		Coco Bonds
Credit Curve		Credit Curve
Credit		Credit
Deep Learning Risk		Deep Learning Risk
FX Volatility		FX Volatility
First-to-Default CDS		First-to-Default CDS
Fractional Brownian Motion		Fractional Brownian Motion
Git		Git
IB Python API		IB Python API
IFID Trading Material		IFID Trading Material
IR Models & Derivatives (Sankovich)		IR Models & Derivatives (Sankovich)
IR Models & Derivatives (Schlenkrich)		IR Models & Derivatives (Schlenkrich)
Inflation		Inflation
IntelXeonPhi+OMP		IntelXeonPhi+OMP
Interest Rate Models (Imperial)		Interest Rate Models (Imperial)
LevenbergMarquardt		LevenbergMarquardt
LongstaffSchwartz		LongstaffSchwartz
Low Latency IR Markets		Low Latency IR Markets
Machine Learning (MIT)		Machine Learning (MIT)
Monotone Cubic Hermite Spline		Monotone Cubic Hermite Spline
Monte Carlo Pricing & Risk		Monte Carlo Pricing & Risk
Monte Carlo QMC BB		Monte Carlo QMC BB
NL2SOL Solver		NL2SOL Solver
Nth-to-Default CDS		Nth-to-Default CDS
PCA Statistical Arbitrage		PCA Statistical Arbitrage
Pairs Trading		Pairs Trading
Quant Roadmap		Quant Roadmap
Quanto CDS		Quanto CDS
Rough Volatility		Rough Volatility
SABR		SABR
Sobol Sequences & GBM		Sobol Sequences & GBM
README.md		README.md

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