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Lecture content for 2019 course.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Mostly experiments based on "Advances in financial machine learning" book
Python interface for XFOIL. The objective of this library is to be able to be able to call XFOIL from Python iteratively for any simulation in a total of 4 lines total.
Loan-level analysis of Fannie Mae and Freddie Mac data
Use unsupervised and supervised learning to predict stocks
This library is a wrapper for sklearn and works with data stored using Pandas module.
A collection of code snippets that can be constructed into larger trading algorithms.
Minimal examples of data structures and algorithms in Python
A python wrapper for Alpha Vantage API for financial data.
Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.
Codes related to activities on AV including articles, hackathons and discussions.
Code I have written for tutorials in order to learn Python.
Automated feature engineering in Python with Featuretools
Demo project to illustrate principles and benefits of automatic differentiation in quantitative finance
A topic-centric list of HQ open datasets in public domains. PR ☛☛☛
A curated list of awesome Python frameworks, libraries, software and resources
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Python code for bayesian optimization using Gaussian processes
A profitable cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
Complementary Code from My Blog
Notes on Scientific Computing for Biomechanics and Motor Control
bt - flexible backtesting for Python
OpenAI Gym environment for Backtrader trading platform
Extension for creating Performance Reports with Backtrader
A collection of handy cheat sheets for programming, data science, version control, statistics, and probability.
Python package to test for structural breaks at a specified date using the Chow Test.
Various command-line utilities
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.