dacrogg Goto Github PK
Type: User
dacrogg's Projects
active_portfolio_management
Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn
arctic
High performance datastore for time series and tick data
basis-expansions
Basis expansion transformers in sklearn style.
bayesianoptimization
A Python implementation of global optimization with gaussian processes.
bio_corex
A flexible version of CorEx developed for bio-data challenges that handles missing data, continuous/discrete variables, multi-CPU, overlapping structure, and includes visualizations
bypass-paywalls-chrome
Bypass Paywalls for Chrome
computational-investing-pt-1
The HW code
corex
CorEx or "Correlation Explanation" discovers a hierarchy of informative latent factors. This reference implementation has been superseded by other versions below.
deep-reinforcement-learning-with-python
Deep Reinforcement Learning with Python, Second Edition, published by Packt
entropy_estimators
Estimators for the entropy and other information theoretic quantities of continuous distributions
finansu
[No longer actively maintained.] Financial tools for Excel
hello-world
first repository
islr-python
An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code
libqtshadowsocks
A lightweight and ultra-fast shadowsocks library written in C++14 with Qt framework
npeet
Non-parametric Entropy Estimation Toolbox
pyportfolioopt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
rqalpha_old
A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities
samples
Various sample projects and snippets related to Excel-DNA
world_quant_alphas
World Quant 101 alphas的计算和策略化
zogvm
zogna video manager
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