Sergej Gorev's repositories
alphalens
Performance analysis of predictive (alpha) stock factors
fastbook
The fastai book, published as Jupyter Notebooks
finBERT
Financial Sentiment Analysis with BERT
FML_lib
Python library for data analysis in algorithmic tradings
Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
pyentropy
Information Theoretic Tools for Python
pytr
Unoffical Python Interface for the Trade Republic API
qsforex
QuantStart Forex Backtesting and Live Trading
Stock_Support_Resistance_ML
Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time serial analysis.
transformers
🤗Transformers: State-of-the-art Natural Language Processing for Pytorch and TensorFlow 2.0.
zipline
Zipline, a Pythonic Algorithmic Trading Library