arfmatos

portfolio_de_acoes

Alocação e gerenciamento de ações na B3: São apresentadas duas linhas de estudo conceitualmente bem distintas; Proposta A) Método Hierarcical Risk Parity (HRP). Proposta B) Rede Neural Recorrente LSTM. Para as duas estratégias é adotada a carteira sugerida de ações na B3, de setembro de 2021 pela BB ASSET.

amazon-braket-pennylane-plugin-python

A plugin for allowing Xanadu PennyLane to use Amazon Braket devices

BOOK-AMAZON-Python-for-Finance-and-Algorithmic-Trading

TCC

Cirq

A python framework for creating, editing, and invoking Noisy Intermediate Scale Quantum (NISQ) circuits.

CodeFromVideo

Dennis Vo - CloseToAlgoTrading Youtube - Battle Of The Portfolio Optimization Methods

deepdow

Portfolio optimization with deep learning.

DeepQuantumNeuralNetworks

Finance-Python

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

Learn-Quantum-Computing-with-Python-and-IBM-Quantum-Experience

Learn Quantum Computing with Python and IBM Quantum Experience, published by Packt

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pennylane

PennyLane is a cross-platform Python library for differentiable programming of quantum computers. Train a quantum computer the same way as a neural network.

qcc

Source code for the book "Quantum Computing for Programmers", Cambridge University Press

qml

Introductions to key concepts in quantum machine learning, as well as tutorials and implementations from cutting-edge QML research.

qnn_builder_pennylane

This repository holds scripts to build quantum neural networks with a variety of encoding methods, parametric layer architectures, and measurement operations. Circuits can be generated as PennyLane QNode objects.

Riskfolio-Lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

Roadmap-to-QML

This repository will contain the major papers, books and blog posts on QML

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

time-series

Exploração de series temporais - Mercado Financeiro - Geração de dados sintéticos com numpy - Series temporais Gerais

awesome-iot

🤖 A curated list of awesome Internet of Things projects and resources.

Curso-Python-para-Mercado-Financeiro-Trading-com-Dados

Repositório do Curso -

eDisGo

Optimization of flexibility options and grid expansion for distribution grids based on PyPSA

FlagAI

FlagAI (Fast LArge-scale General AI models) is a fast, easy-to-use and extensible toolkit for large-scale model.

goldman-sachs-python

Python toolkit for quantitative finance

IoT-Technical-Guide

:honeybee: IoT Technical Guide --- 从零搭建高性能物联网平台及物联网解决方案和Thingsboard源码分析 :sparkles: :sparkles: :sparkles: (IoT Platform, SaaS, MQTT, CoAP, HTTP, Modbus, OPC, WebSocket, 物模型，Protobuf, PostgreSQL, MongoDB, Spring Security, OAuth2, RuleEngine, Kafka, Docker)

odoo

Odoo. Open Source Apps To Grow Your Business.

OpenBBTerminal

Investment Research for Everyone, Everywhere.

pyql

Cython QuantLib wrappers

QuantPy

A framework for quantitative finance In python.

speaker-landscapes

Contains notebooks to create speaker landscapes, or spatial representations of speakers in a debate where distance measures the similarity of their contributions. Speaker landscapes

vollib

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.