Gabriel's repositories
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
alphalens
Performance analysis of predictive (alpha) stock factors
arch
ARCH models in Python
backtrader
Python Backtesting library for trading strategies
ballyregan
Find fetch & validate free proxies fast.
build-your-own-x
Master programming by recreating your favorite technologies from scratch.
ccxt
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
coding-interview-university
A complete computer science study plan to become a software engineer.
developer-roadmap
Interactive roadmaps, guides and other educational content to help developers grow in their careers.
fastai
The fastai deep learning library
FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
FinanceToolkit
Transparent and Efficient Financial Analysis
FinQuant
A program for financial portfolio management, analysis and optimisation.
GabrielKaiserQFin
FrontPage
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
monolith
⬛️ CLI tool for saving complete web pages as a single HTML file
OpenBBTerminal
Investment Research for Everyone, Everywhere.
pyfolio
Portfolio and risk analytics in Python
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
QuantLib
The QuantLib C++ library
quantmod
Quantitative Financial Modelling Framework
RTL
R package for commodities and finance analytics. Sister python package details below.
skfolio
Python library for portfolio optimization built on top of scikit-learn
statsmodels
Statsmodels: statistical modeling and econometrics in Python
systemtradeR
Systematic trading in R
tsfeatures
Time series features
vizro
Vizro is a toolkit for creating modular data visualization applications.
zipline
Zipline, a Pythonic Algorithmic Trading Library