Haakon Thor Brunstad's repositories
alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter NotebookApache-2.0000
cgm-remote-monitor
nightscout web monitor
Language:JavaScriptAGPL-3.0000
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
Language:PythonApache-2.0000
EventDrops
A time based / event series interactive visualization using d3.js
pandas_market_calendars
Exchange calendars to use with pandas for trading applications
pyfolio
Portfolio and risk analytics in Python
Language:Jupyter NotebookApache-2.0000
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
Language:PythonMIT000
research_public
Quantitative research and educational materials
Language:Jupyter Notebook000
trading_calendars
Calendars for various securities exchanges.
Language:PythonApache-2.0000
wagtailmenus
An app to help you manage and render menus in your Wagtail projects more effectively
MIT000
zipline
Zipline, a Pythonic Algorithmic Trading Library
Language:PythonApache-2.0000