Jackal08

financial-data-structures

Depricated repo. Please refer to mlfinlab

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

Awesome-Quant-Machine-Learning-Trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

sa_risk_management

Group project for the WorldQuant University module, risk management.

PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Financial-Machine-Learning-Research

code-of-conduct

Open Source Code of Conduct at Twitter

courses

fast.ai Courses

deep_momentum_networks

🚂💨 Deep Momentum Networks for Time Series Strategies

kelly_code

Code and examples for the project on risk-constrained Kelly gambling

optuna

A hyperparameter optimization framework

qtpylib

QTPyLib, Pythonic Algorithmic Trading

tensorflow

Computation using data flow graphs for scalable machine learning

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

hummingbot

Hummingbot: a client for crypto market making

MolecularNotes

My Obsidian Second Brain setup

pandas-profiling

Create HTML profiling reports from pandas DataFrame objects

shap

A game theoretic approach to explain the output of any machine learning model.

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

zipline

Zipline, a Pythonic Algorithmic Trading Library

dtale

Visualizer for pandas data structures

fs1a2

fullstack

fullstack-course4

Example code for HTML, CSS, and Javascript for Web Developers Coursera Course

hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

quantstats

Portfolio analytics for quants, written in Python

tsfresh

Automatic extraction of relevant features from time series: