Highlights
- Pro
Stars
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Full-stack Django and React, published by Packt
Algorithmic Short-Selling with Python
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
derek-adair / nfldb
Forked from BurntSushi/nfldbA library to manage and update NFL data in a relational database.
This curated list contains python packages for time series analysis
Machine Learning in Finance: From Theory to Practice Book
An API Client package to access the APIs for NBA.com
Python AutoML for Trading Systems and Sports Betting
list of papers, code, and other resources
Quantitative analysis, strategies and backtests
🤗 The largest hub of ready-to-use datasets for AI models with fast, easy-to-use and efficient data manipulation tools
A list of online resources for quantitative modeling, trading, portfolio management
A curated list of practical financial machine learning tools and applications.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
One-off scripts/analysis, usually to accompany my blog posts.
Templates, code and notes for Kirill Eremenko's Machine Learning course
Quantamental finance research with python
Genetic feature selection module for scikit-learn
Using graph algorithms to find arbitrage opportunities
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Jupyter Notebook tutorials on solving real-world problems with Machine Learning & Deep Learning using PyTorch. Topics: Face detection with Detectron 2, Time Series anomaly detection with LSTM Autoe…
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
Experiment using messaging for real-time connection between JS frontend and Python backend