This repository contains 3 advanced visual quant finance projects built using Python. Each project focuses on transforming abstract financial concepts into real-time or simulated visual systems using data science, probability, and computer vision-inspired rendering techniques.
A 3D visualization of rolling asset correlations across multiple financial instruments. It models regime switching between calm and crisis states, showing how diversification breaks down when correlations spike toward 1 during market crashes.
A probabilistic 3D landscape of portfolio drawdowns generated from thousands of Monte Carlo simulations. It visualizes how risk evolves over time instead of reducing it to a single metric like VaR or max drawdown.
A 3D surface model of option pricing behavior across spot price and time to expiry. It visualizes Delta, Gamma, and Theta dynamics, showing how options evolve and decay in real time.
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Fork the repository on GitHub
- Click the "Fork" button at the top right of the repo page
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Clone your fork locally
git clone https://github.com/your-username/cool-quant-project.git- Navigate into the project folder
cd cool-quant-project- Install dependencies
pip install numpy matplotlib scipy- Run any project file
python p1_greeks.py
python p2_drawdown.py
python p3_correlations.py- Monte Carlo simulation for financial modeling
- Markov regime switching models
- Correlation matrix dynamics
- Black-Scholes option pricing model
- 3D visualization using Matplotlib
- Risk modeling and fat-tailed distributions
- https://github.com/tubakhxn
- https://en.wikipedia.org/wiki/Monte_Carlo_method
- https://en.wikipedia.org/wiki/Markov_chain
- https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
- https://en.wikipedia.org/wiki/Financial_risk
- https://en.wikipedia.org/wiki/Correlation_and_dependence
MIT License – free to use, modify, and distribute.