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alphapy

Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

arch

ARCH models in Python

carousell-search

cnnpred-keras

CNNpred: CNN-based stock market prediction using a diverse set of variables

computational-finance-course

Here you will find materials for the course of Computational Finance

copula

[Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

distfit

distfit is a python library for probability density fitting.

dragon_kings

Log-periodic power laws for critical phenomena

finance

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

findatapy

Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.

fuzzython

Fuzzy Logic and Fuzzy Inference Python 3 Library

gs-quant

Python toolkit for quantitative finance

latex-ocr

pix2tex: Using a ViT to convert images of equations into LaTeX code.

localgpt

Chat with your documents on your local device using GPT models. No data leaves your device and 100% private.

lppl

Python implementation for solving log-periodic power law formulae for stock price prediction

lppls

Library for fitting the LPPLS model to data.

ma-crossover_strategies

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

master

This is the official code and supplementary materials for our AAAI-2024 paper: MASTER: Market-Guided Stock Transformer for Stock Price Forecasting. MASTER is a stock transformer for stock price forecasting, which models the momentary and cross-time stock correlation and guide feature selection with market information.

nonstationary_transformers

Code release for "Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting" (NeurIPS 2022), https://arxiv.org/abs/2205.14415

optopsy

A nimble options backtesting library for Python

ppscore

Predictive Power Score (PPS) in Python

privategpt

Interact privately with your documents using the power of GPT, 100% privately, no data leaks

pybacktester

An event-based backtester written in Python for algorithmic trading.

pyrmt

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

quantstats

Portfolio analytics for quants, written in Python

randommatrices.jl

Random matrices package for Julia

rlforrmt

Reinforcement learning for random matrix theory

rmt