Liam-F's repositories
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
ad_examples
A collection of popular anomaly detection methods (iid/point-based and time series) including active learning for anomaly detection/discovery, description for diversity/explanation/interpretability. With a deeper analysis of incorporating label feedback with ensemble and tree-based detectors. Includes results-plots and illustrations for most approaches covered.
alpha-mind
quantitative security portfolio analysis
alpha_vantage
A python wrapper for Alpha Vantage API for financial data.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
BristolStockExchange
BSE is a simple minimal simulation of a limit order book financial exchange
ctv-finance
CRAN Task View: Empirical Finance
drl-portfolio-management
CSCI 599 deep learning and its applications final project
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Finance-Python
python tools for Finance
foundations-of-numerical-computing
Lecture Slides, Exercises, and Deployment Materials
gdax-python
The unofficial Python client for the GDAX API
linearmodels
Linear models including instrumental variable estimators and panel data models
luigi
Luigi is a Python module that helps you build complex pipelines of batch jobs. It handles dependency resolution, workflow management, visualization etc. It also comes with Hadoop support built in.
Machine-Learning-for-Finance-1
Machine Learning for Finance, published by Packt
machine-translation
End-to-end machine translation pipeline using Deep Learning
numerical_stats
Introduction to Numerical Methods and Statistics with Jupyter Notebooks & Python
OptionSuite
Option and stock backtester / live trader
pybacktest
Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
QUANTAXIS
QUANTAXIS 量化金融框架 Quantitative Financial Framework 中小型策略团队解决方案
RISE
RISE: "Live" Reveal.js Jupyter/IPython Slideshow Extension
rnn_predictions
Building RNNs that generate sequences based on input data applied to time-series and text generation
SignLgRecognizer
Building a sign language recognition system using AI
Sports-Odds-Algorithms
System that calculates and uses algorithms to predict the outcome of NBA, NHL, and MLB sports games.
StockMarketML
Predicting stocks with ML.
tflearn
Deep learning library featuring a higher-level API for TensorFlow.
tsa-notebooks
Jupyter notebooks on time series econometrics topics.
woken-validation
Cross-validation module for Woken, using Spark and PFA