Peng-Liu

Trading-Interview-Questions

Guide on how to prepare for quant trading roles out of college

Advances-in-Financial-Machine-Learning

AnomaliesPhDModule

Resources for a PhD class module focused on anomalies.

AssayingAnomalies

MATLAB Toolkit that accompanies Novy-Marx and Velikov (2023)

Autoencoder-Asset-Pricing-Models

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)

BlockchainEconomicsTeaching

Chen-Velikov

Replication code for Chen and Velikov (2021), Zeroing in on the expected returns of anomalies.

Detzel-Novy-Marx-Velikov

Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.

ding_causalInference_python

python implementation of Peng Ding's "First Course in Causal Inference" https://dataverse.harvard.edu/dataset.xhtml?persistentId=doi:10.7910/DVN/ZX3VEV

generative-ai-for-beginners

18 Lessons, Get Started Building with Generative AI 🔗 https://microsoft.github.io/generative-ai-for-beginners/

getfactormodels

Retrieve data for various multi-factor asset pricing models.

GML2023

Graph Machine Learning course, Xavier Bresson, 2023

HSBC-Limit-Order-Book-Data-Project-

This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms (including a CNN and decision tree model) to level-2 limit order book data and creating an accompanying trading strategy that could generate profits in active trading.

Leetcode

🎓Leetcode solutions in Python 📚

LeetCode-Solutions

🏋️ Python / Modern C++ Solutions of All 3118 LeetCode Problems (Weekly Update)

leetcode_qiyuangong

Python & JAVA Solutions for Leetcode

LLMs-from-scratch

Implementing a ChatGPT-like LLM from scratch, step by step

mlcourse

Machine learning course materials.

modern_portfolio_theory

Moore-Velikov

Replication code for Moore and Velikov (2022), Oil price exposure and the cross section of stock returns

Python-100-Days

Python - 100天从新手到大师

Python-Core-50-Courses

Python语言基础50课

python-deepdive

Python Deep Dive Course - Accompanying Materials

SimpleDarkBlue-BeamerTheme

🫐 SimpleDarkBlue - A simple latex beamer theme.

SimplePlus-BeamerTheme

🍃 SimplePlus - A simple & clear latex beamer theme.

SQL

complete SQL by Mosh

Tidy-finance-with-R-Python-version-

There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.

ttml2021fall

DS-GA 3001: Tools and Techniques for Machine Learning (NYU Fall 2021)

udlbook

Understanding Deep Learning - Simon J.D. Prince

WorkingPaperTemplate

WorkingPaperTemplate is a LaTeX template for working papers and presentations.