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alpha-scientist

alphalens

Performance analysis of predictive (alpha) stock factors

anomaliesinoptions

In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.

asset_performance

at1

Analytics for Additional Tier 1 Securities in Europe

blpinterface

Python Bloomberg API and Pandas Wrapper

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 120 bitcoin/altcoin exchanges

deriv_models

Scripts to model various derivative instruments. Adaptations from QuantLib and Yves Hilpisch books

docker-arm

Build Docker and Swarm on an ARM SoC like the Raspberry Pi

docker-arm32v6-influxdb

Influxdb image for Raspberry Pi Zero (ARM32v6)

enviro-dashboard

Environmental monitoring (with Raspberry Pi sensors) and InfluxDB/Grafana

enviro_monitor

fantasy-premier-league

Creates a .csv file of all players in the English Player League with their respective team and total fantasy points

fecon235

Computational tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

first-contributions

🚀✨ Help beginners contribute to open source projects

fund_flows

Uses Quandl data for weekly CFTC commitment of traders report.

highyieldbond

High Yield Bond Pricer

lvvd

Listed Volatility and Variance Derivatives (Wiley Finance)

macro_data

momentum_trading

option_backtests

phototimer

A smart time-lapse driver for Raspberry Pi using raspistill now with Dropbox functionality

picraftzero

Universal remote controls for robots with streaming video and VR HMD support.

pycryptobot

Python Crypto Bot

pyfolio

Portfolio and risk analytics in Python

research_public

Quantitative research and educational materials

risk_parity

riskfolio-lib

Riskfolio-Lib is a library for making quantitative strategic asset allocation or portfolio optimization in Python.

stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

tia

Toolkit for integration and analysis