Blake Heimann's repositories
DynamicDeltaHedge
Options Dynamic Delta Hedge Simulation
BondPricer
Vanilla Bond Repricing and DV01 Calculation
afinn
AFINN sentiment analysis in Python
AI-Chip
A list of ICs and IPs for AI, Machine Learning and Deep Learning.
Algo_Public
ML based algo trading exploration
alphalens
Performance analysis of predictive (alpha) stock factors
berkeleytextbooks
Textbooks (EE)CS majors at Berkeley would find helpful
crypto_public
Exploratory Analysis of Crypto Assets
PortfolioTools
Toolkit for Investment Portfolio Analysis, Management, and Modeling
RebalBacktesting
Portfolio Optimization and Backtesting
coinbasepro
A Python API for Coinbase Pro
coinbasepro-python
The unofficial Python client for the Coinbase Pro API
EasyIB
Python wrapper for Interactive Brokers Client Portal Web API
FactorAnalysis
Portfolio Factor Regressions
hub
A library for transfer learning by reusing parts of TensorFlow models.
jupyterlab-desktop
JupyterLab desktop application, based on Electron.
Mastering-Python-for-Finance-Second-Edition
Mastering Python for Finance – Second Edition, published by Packt
mlrose
Python package for implementing a number of Machine Learning, Randomized Optimization and SEarch algorithms.
NYC_Housing
NYC housing data wrangling, predictions, and visualizations
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
research_public-quantopian
Quantitative research and educational materials
SEC-EDGAR-text
Text information from US companies' SEC EDGAR electronic filings
sigma_coding_youtube
This is a collection of all the code that can be found on my YouTube channel Sigma Coding.
zipline
Zipline, a Pythonic Algorithmic Trading Library