VongolaX's repositories
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
ferm_p2
Financial Engineering and Risk Management, Part II
Financial-engineering-and-risk-management-II
coursera course
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
findatapy
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
How-to-Check-if-Time-Series-Data-is-Stationary-with-Python
How to Check if Time Series Data is Stationary with Python
How-to-Guess-Accurately-3-Lottery-Numbers-Out-of-6-using-LSTM
How to Guess Accurately 3 Lottery Numbers Out of 6
kedro
A Python library that implements software engineering best-practice for data and ML pipelines.
Mastering-Python-for-Finance-Second-Edition
Mastering Python for Finance – Second Edition, published by Packt
pairs-pipeline
Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for cointegration using the Johansen test, then runs in-sample backtests on all cointegrating pairs, then runs an out-of-sample backtest on the 5 best performing pairs.
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change