Liam-F

cov_pred_finance

VMLS-Companions

These are companion notebooks written in Julia and Python for: "Introduction to Applied Linear Algebra" by Boyd and Vandenberghe.

arbitrage_research

Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

okx-sample-market-maker

A sample market maker to demonstrate the usage of python-okx SDK

tsa

The Thalesians' Time Series Analysis (TSA) library

example-scripts

A collection of scripts and notebooks to help you get started quickly.

mamba

Mamba SSM architecture

PortfolioOptimization

Material accompanying the MOSEK Portfolio Optimization Cookbook

Time-Series-Library

A Library for Advanced Deep Time Series Models.

Python-for-Finance-Cookbook-2E

The repository of "Python for Finance Cookbook" 2nd edition

The-Regularization-Cookbook

The Regularization Cookbook, published by Packt

awesome-mixture-of-experts

A collection of AWESOME things about mixture-of-experts

awesome-time-series

list of papers, code, and other resources

pairs_trading

experiments with pair trading

perspective

A data visualization and analytics component, especially well-suited for large and/or streaming datasets.

functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

StockSharp

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

vizro

Vizro is a toolkit for creating modular data visualization applications.

TabPFN

Official implementation of the TabPFN paper (https://arxiv.org/abs/2207.01848) and the tabpfn package.

orderbook

A fast L2/L3 orderbook data structure, in C, for Python

Active_Portfolio_Management

Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

tft

Stock prediction thru TFT

prml

Repository of notes, code and notebooks in Python for the book Pattern Recognition and Machine Learning by Christopher Bishop

ipca

Instrumented Principal Components Analysis

nam

Neural Additive Models (Google Research)

microprice

madigan

Application of reinforcement learning in trading financial markets.

python-binance

Binance Exchange API python implementation for automated trading