hj's repositories
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.
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
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
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
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
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).
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