ArturSepp

100-Days-Of-ML-Code

100 Days of ML Coding

learn-python

📚 Playground and cheatsheet for learning Python. Collection of Python scripts that are split by topics and contain code examples with explanations.

FinGPT

FinGPT: Open-Source Financial Large Language Models! Revolutionize 🔥 We release the trained model on HuggingFace.

darts

A python library for user-friendly forecasting and anomaly detection on time series.

From-0-to-Research-Scientist-resources-guide

Detailed and tailored guide for undergraduate students or anybody want to dig deep into the field of AI with solid foundation.

web3.py

A python interface for interacting with the Ethereum blockchain and ecosystem.

hmmlearn

Hidden Markov Models in Python, with scikit-learn like API

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

uniswap-arbitrage-analysis

Uniswap arbitrage problem analysis

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

skfolio

Python library for portfolio optimization built on top of scikit-learn

cvxportfolio

Portfolio optimization and back-testing.

uniswap-python

🦄 The unofficial Python client for the Uniswap exchange.

neuromancer

Pytorch-based framework for solving parametric constrained optimization problems, physics-informed system identification, and parametric model predictive control.

CrossSection

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

sp500

Current and Historical Lists of S&P 500 components since 1996

QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

curvesim

Simulates Curve Finance pools

PyBloqs

Regression-Loss-Functions-in-Time-Series-Forecasting-Tensorflow

This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting with different loss functions in Tensorflow. We have compared 14 regression loss functions performance on 4 different datasets.

cov_pred_finance

badger-multisig

Badger DAO's EVM multisig operations.

gvol-py-notebooks

CompFin

This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK’ at University of Copenhagen.

OptimalPortfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python

altnnpub

Public code for our paper https://ssrn.com/abstract=3958331

arfima

Python implementation of ARFIMA process with an aim to simulate series.

deribit-ivrank

BloombergFetch

Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals

VanillaOptionPricers

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models