Liam-F's repositories
reproduce-stock-market-direction-random-forests
Reproduce research from paper "Predicting the direction of stock market prices using random forest"
ipython-notebooks
A collection of IPython notebooks covering various topics.
paperbroker
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
incubator-superset
Apache Superset (incubating) is a modern, enterprise-ready business intelligence web application
IPython_notebooks
Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.
books
Source code for 100+ books, kept here for quick reference
arch
ARCH models in Python
prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
moonshot
Vectorized backtester and trading engine for QuantRocket
bitpredict
Machine learning for high frequency bitcoin price prediction
daily-stock-forecast
Daily Stock Forecasts using Machine Learning & Python
options_backtester
Backtesting framework for backtesting options.
cvxpy
A Python-embedded modeling language for convex optimization problems.
pyql
Cython QuantLib wrappers
pandas-datareader
Extract data from a wide range of Internet sources into a pandas DataFrame.
Crypto_Trader
Q-Learning Based Cryptocurrency Trader and Portfolio Optimizer for the Poloniex Exchange
pymc3
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano
Portfolio-Constructor-and-Optimizer
A program that created an optimized portfolio using Monte Carlo Simulations and Sequential Least Squares Programming
Data_Science_in_Applied_Corporate_Finance
This repository contains data science projects that studies the empirical behaviors in stock market
Computational_Finance
Projects focusing on investigating simulations and computational techniques applied in finance
dkmeans
Decentralized K-Means, as a Step Towards Decentralized dFNC
dash
Interactive, Reactive Web Apps for Python. Dash Is Productive™
ebb
Systematic detection of equities exhibiting momentum characteristics.
Deep-Portfolio-Theory
Deep Learning framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
Cook
Fair job scheduler on Mesos for batch workloads and Spark
beakerx
Beaker Extensions for Jupyter Notebook
nyumath2048
NYU Math-GA 2048: Scientific Computing in Finance
MLiFC
Course Material for the machine learning in financial context bootcamp
awesome-dash
A curated list of awesome Dash (plotly) resources