bscully27's starred repositories
quantstats
Portfolio analytics for quants, written in Python
bottleneck
Fast NumPy array functions written in C
cubesviewer
Explore and visualize analytical datasets
numpy-groupies
Optimised tools for group-indexing operations: aggregated sum and more
dash-ag-grid
Dash AG Grid is a high-performance and highly customizable component that wraps AG Grid, designed for creating rich datagrids.
Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
PythonMultiDimensionalPlots
Interactive higher dimension plots generated using python and plotly. Use of pseudo dimensions for drawing upto 6D plot.📉📈📊
abstention
Algorithms for abstention, calibration and domain adaptation to label shift.
scikit-obliquetree
Oblique Decision Tree in Python
Medium-posts
Code from some of the posts I published at https://medium.com/@xoelop
CBOE_scrape
Scraping options data from CBOE website and make simple analysis
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
optimal-binning
compute best number of bins for a histogram
HHTAttributes
Generate attributes from Hilbert Huang Transform (aka Empirical Mode Decomposition)