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codewizzard's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bayesalpha icon bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

finquant icon finquant

A program for financial portfolio management, analysis and optimisation.

orly-full-res icon orly-full-res

Full resolution images of the O RLY book covers made by The Practical Dev

pandas-ta icon pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pandas_talib icon pandas_talib

A Python Pandas implementation of technical analysis indicators

pyfolio icon pyfolio

Portfolio and risk analytics in Python

pyportfolioopt icon pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

ta icon ta

Technical Analysis Library using Pandas and Numpy

ta-lib icon ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

trade icon trade

A paradigm for financial applications. Reference implementation in Python.

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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