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finance-fork

Here you can find all the quantitative finance algorithms that I've worked on over the past year!

financial-machine-learning

Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

financial_markets_applications

Python applications to financial markets

forecasting-var-granger-causality

game-of-life

Demo application for the 'Jenkins: The Definitive Guide' book

gaussian-process-regression-tutorial

An Intuitive Tutorial to Gaussian Processes Regression

gflows

View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

hiddenmarkovmodel_tensorflow

TensorFlow: Viterbi, Forward-Backward and Baum Welch with a Hidden Markov Model (HMM)

intro-to-ml-with-time-series-dssgx-2020

Python tutorial on machine learning with time series for DSSGx 2020

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

kellybot

Simple RSI Bot that uses Kelly Criterion to optimize allocation

machine-learning-algorithms-from-scratch

This project contains an implementation of many Machine Learning algorithms from scratch

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

machine-learning-collection

A resource for learning about Machine learning & Deep Learning

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

machine-learning-for-trading

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

march_applications_21

Skillset Challenge for the Apprenticeship Program

markov-chain

Markov Chain overview and their implementations in Finance

micro_price

milkwoodsf

milkwoodsf.github.io

Personal Website

ml-blog

Code and data for my blogs

momentum_trading

openbbterminal

Investment Research for Everyone, Everywhere.

pairstrade-fyp-2019

We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

portfolio-rebalance

Small project for rebalancing an investment portfolio by allocating funds to realize specified targets

prml

PRML algorithms implemented in Python