Jon R. Taylor, Ph.D.'s repositories
quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
example-scripts
Example Machine Learning Scripts for Numerai's Tournament
FL_covid_data_notebooks
Gather Florida's Covid data directly from the ARCGIS REST API and save them as CSV files to your computer.
global-market-profiles
Comparative analysis of stock market characteristics for 17 countries, including number of listings, short sale availability, volatility, distribution of sectors, etc.
kitchensink-ml
Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, price levels, volume and volatility spikes, liquidity, market breadth, and more. Runs in Moonshot. Utilizes data from Sharadar and IB.
zipline-intro
Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equities. Uses free sample data.
jonrtaylor.github.io
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
pipeline-tutorial
In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is part of Zipline but can also be used on a standalone basis.