Evangelos Drellias's repositories
gs-quant
Python toolkit for quantitative finance
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
Algorithmic_Trading_with_Python
This comprehensive, hands-on course provides a thorough exploration into the world of algorithmic trading, aimed at students, professionals, and enthusiasts with a basic understanding of Python programming and financial markets.
CMDA_4984_Data_Science_for_Quantitative_Finance
This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and portfolio management, algorithmic trading, and financial forecasting. (first taught at Virginia Tech in 2019)
tsa-notebooks
Jupyter notebooks on time series econometrics topics.
ComputationalMethodsClass
Class Materials for 47-809 Computational Methods for Economics at Carnegie Mellon
course-intro-to-cpp
Introduction to C++ course for the Graduate School at Imperial College
Python-tutorials_timeseries_for_finance
Python modules for time-series analysis and empirical asset pricing.