Bernd Wuebben's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
advances_in_financial_machine_learning
I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.
allRank
allRank is a framework for training learning-to-rank neural models based on PyTorch.
capstone_project
capstone project with Professor Gordon Ritter _ Black Litterman
datacamp-python-data-science-track
All the slides, accompanying code and exercises all stored in this repo. 🎈
DeepLearningInAssetPricingOriginalNotebooks
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
dlsa-public
Deep Learning Statistical Arbitrage
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
FE-800
Robo Advisor with Black-Litterman
finance_ml
Advances in Financial Machine Learning
hardPredictions
A library in Python for time series prediction
kafka-connect-transform-fix
Kafka Connect Transformation for reading FIX messages.
mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
order-book-simulation
order book simulation with Kafka, Streamlit & MLOps tools
pandas_exercises
Practice your pandas skills!
pyglmnet
Python implementation of elastic-net regularized generalized linear models
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and experimental methods.
Python
NLP Earnings Calls and lots of NLP Papers
python-edgar
Download the SEC fillings index from EDGAR since 1993
Python_HRP_Quantopian
Code from: https://www.quantopian.com/posts/hierarchical-risk-parity-comparing-various-portfolio-diversification-techniques
research
Contains all the Jupyter Notebooks used in our research
sec-edgar
Download all companies periodic reports, filings and forms from EDGAR database.
sentiment
AFINN-based sentiment analysis for Node.js.
streaming-data
Visualize Kafka stream's data on Fusion chart in real time
tcapy
Open source TCA (transaction cost analysis) Python library for FX spot
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).