hjl2014

fecon235

Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

ComplexHeatmap

make complex heatmaps as well as self define annotation graphics

courses

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

cvforecast

Multiple forecasts based on Time Series Cross-Validation

cvxpy

A Python-embedded modeling language for convex optimization problems.

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

FedSpeech

Source code/data files for "What the Fed Says" Project (Kevin Young & Christopher Gandrud)

fivethirtyeight

R package of data and code behind the stories and interactives at FiveThirtyEight

Graphs

investing-by-numbers

Maths-based (quantitative) asset allocation (stocks and bonds)

Machine-Learning-for-Algorithmic-Trading-Second-Edition

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

mlb-payroll-and-wins

FiveThirtyEight replica

My_Story

Record My Curiosity

openAlgo

openAlgo is a public repository for various work product relavant to algorithms and the high frequency low latency electronic trading space with a bias toward market microstructure as well as exchange traded futures and options.

practical-nlp-code

Official Repository for Code associated with 'Practical Natural Language Processing' book by O'Reilly Media

QuantEcon.applications

A repository that houses example code, applications and teaching material related to QuantEcon

R2D3-1

R package to create D3.js Visualisations

radiant

Business analytics using R and Shiny

Rblpapi

an api to fetch data from a certain vendor which has a habit of asking for its name to be redacted

rddj

Resources for doing data journalism with R.

Rebalancing-Research

2018 Summer Research Project on Optimal Rebalancing Strategy

RiskDecomposition

R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188

s-and-p-500-companies

List of companies in the S&P 500 together with associated financials

sedumi

SeDuMi: A linear/quadratic/semidefinite solver for Matlab and Octave

sentiment_modelling

A sentiment modelling based on Kelly at al. model

symmys

A. Meucci code from bootcamp and book

test

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).

user2016-tutorial

xgboost

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Flink and DataFlow