Will Hampson's repositories
Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
coffeeroastingtimer.github.io
Coffee Roasting Timer - Easily time your roast and track your development time with standard targets.
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
DeepGBM
Implementation for the paper "DeepGBM: A Deep Learning Framework Distilled by GBDT for Online Prediction Tasks", which has been accepted by KDD'2019.
equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
fastbook
Draft of the fastai book
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.
Pairs-Trading-as-application-to-the-Ornstein-Uhlenbeck-Process
A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real data.
pairs_trading_cryptocurrencies_strategy_catalyst
Pairs trading strategy example based on Catalyst
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
rebalancer_IB
Package to rebalance and harvest tax losses in an ETF portfolio adapt for Interactive Brokers API
research
Notebooks based on financial machine learning.
scalecast
The practitioner's forecasting library
sustainable-green-plants
DIY high pressure aeroponics for the home
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
whamp.github.io
Fork of coffeeroastingtimer.github.io