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Topics: derivatives-pricing

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1 repository by Attention Score · Oct 27, 2026 – Nov 2, 2026 (UTC)

Language: Jupyter Notebook
Topic: derivatives-pricing
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1letianzj / QuantResearch

Quantitative analysis, strategies and backtests

quantitative-finance
quantitative-trading
portfolio-management
risk-management
derivatives-pricing
machine-learning
+14 more

Jupyter Notebook MIT3.1K total582 forks

+7 stars

from 3,049 · score 2.08

Order: Attention Score

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Ranked by stars gained in the window. The score is the natural log of one plus that gain, so a repository's rank is exactly its star gain's rank.

score = log1p(net stars gained in the trailing T complete UTC days)

A repository is ranked only when its Star History covers every day of the window and its latest Observation is not missing.

The longest window is 180 days. Star History from the Repository Host goes back at most 180 days before a repository's first Observation. A longer window needs more days of Observations first. A repository younger than the window is not ranked in it.

The filters narrow the same eligible repositories. A repository matches the topics when it has any of them. Total stars is the count now. Last push and creation on the Repository Host count back from the start of today (UTC). The counts beside the languages, licenses, and topics include all ranked repositories in the window.

Repositories enter the index from the Seed Dataset or by gaining stars faster than the published admission threshold, whatever their size. Admission is permanent, so an archived repository can still rank.

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