awfales

power-systems-optimization

Power systems optimization course materials

quantstats

Portfolio analytics for quants, written in Python

MISO_DM

Purdue University Data Mine - Midcontinent Independent System Operator

ercot_scraper

A web scraper that extracts ERCOT grid and market information

EURUSD-1h-model-with-binary-1h-CLOSE-preds

:chart_with_upwards_trend::chart_with_downwards_trend:This notebook trains models that predicts the bid price of EURUSD 1 hours. Will be compared two models: LightGBM and RNN keras/tensorflow made of LSTM layers. Used scikit-learn GridSearchCV with TimeSeriesSplit cross-validation scheme for estimate the generalization ability.

sktime

A unified framework for machine learning with time series

pyfolio

Portfolio and risk analytics in Python

Probabilistic-Programming-and-Bayesian-Methods-for-Hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

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.

yield-curve

A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession

QuantAndFinancial

This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

TimeSeriesForecasting-DeepLearning

An experiemtal review on deep learning architectures for time series forecasting

atlas