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2017fa-dse203

alpha_vantage

A python wrapper for Alpha Vantage API for financial data.

alphalens

Performance analysis of predictive (alpha) stock factors

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

artificial-intelligence-for-trading

Content for Udacity's AI in Trading NanoDegree.

awesome-deep-reinforcement-learning-in-finance

🔬 A collection for those AI (RL / DL / SL / Evoluation / Genetic Algorithm) used in financial market. otherwise, we add Technology Analysis / Alpha Research / Arbitrage and other useful strategies tools & docs in quantitative finance market.

awesome-financial-nlp

Researches for Natural Language Processing for Financial Domain

bali-subrahmanyam-wen-2021-replication

Code to replicate the Bali, Subrahmanyam and Wen (2021) JFQA paper.

clustering-financial-articles

Problem description A financial institution news agency has collected 3000 news articles that relates to several matters of financial importance. Before analyzing these unlabeled news, it is only fair to try to partition them into some sort of logical groupings based on their similarities. Your task is to use appropriate unsupervised machine learning algorithm to form the news clusters based on their similarity. Prior to clustering it is recommended to perform basic natural language processing steps such as stemming, tokenization and word vectorization for best results. Notes to keep in mind: There are no duplicate rows in the dataset. Cluster number should start from 0. Data Description There is only one file news.csv that contains date, headlines and text of the news. Column Description id The unique id of the news headline The headline of the news in text text The body of the news in tex

conditional-sig-wasserstein-gans

covid-mobility

cse255-dse230-2018

Repository with content for Course Students

deantsmith.github.io

deep-learning-with-python-notebooks

Jupyter notebooks for the code samples of the book "Deep Learning with Python"

deep-portfolio-management

Source code for the blog post on the evolution of the asset allocation methods

deeplearninginfinance

dse-220

dse200-notebooks

dse200-notebooks-1

empyrical

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

fin-ml

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

financial-machine-learning

A curated list of practical financial machine learning (FinML) tools and applications in Python.

finc-360-fall-2019

finrl-library

A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥

fredapi

Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)

handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

hierarchical-risk-parity

This is the implementation for Hierarchical Risk Parity approach to portfolio optimization

introneuralnetworks

Introducing neural networks to predict stock prices

lazy_prices