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Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
A collection of code snippets that can be constructed into larger trading algorithms.
Performance analysis of predictive (alpha) stock factors
Python wrapper for Quantopian's Aqueduct API
Bayesian models to compute performance and uncertainty of returns and alpha.
Notes from Raymond Hettinger's talk at PyCon US 2013.
Bushee, Gow and Taylor
DukeU Computational Statistics - Cliburn Chan
DukeU Computational Statistics - Cliburn Chan
Producing bootstrap indexes of data frames for cross validation
Course materials for 2016 Duke/UNC CFAR data workshop
Personal website (built by Hugo).
Coal Mine - Periodic task execution monitor
Source code for 100+ books, kept here for quick reference
coding the matrix by Python
Resources for STA 633 class
Coursework and notes for Coursera: Intro to Computational Finance and Financial Econometrics
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Example code of simple things one can do with our open-source asset pricing data
An introduction to database and data management in empirical finance
DeltaPy - Tabular Data Augmentation (by @firmai)
An object-relational mapper for docker containers.
Reinforcement Learning for finance
A tutorial of empirical finance (It will be not updated)
Codes to clean data and construct variables for empirical finance.
Common financial risk and performance metrics. Used by zipline and pyfolio.
Calendars for various securities exchanges.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.