Andreas Aigner's starred repositories
filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
mailchimp-api
Super-simple, minimum abstraction MailChimp API v3 wrapper, in PHP
python-mailchimp
Python client for v3 of MailChimp API
blpapi-python
Bloomberg Python API
rfortraders
Quantitative Trading with R
Kalman-Filters
Kalman filtering, also known as linear quadratic estimation (LQE), is an algorithm that uses a series of measurements observed over time, containing statistical noise and other inaccuracies, and produces estimates of unknown variables that tend to be more accurate than those based on a single measurement alone, by estimating a joint probability distribution over the variables for each timeframe. The filter is named after Rudolf E. Kálmán, one of the primary developers of its theory.
Fundamental-Stock-Analysis-Intrinsic-Value-And-SEC-Financial-Statement-Data-Download
Analyze stocks like Warren Buffet and Benjamin Graham
DApp-template
A DApp template created based on my instagram post.