Nicholas Pezolano's repositories
PyTreasuryDirect
Python API for Treasury Direct
Python-T9-implementation
A simple t9 implementation in python using bio pythons trie
trading_calendars
Calendars for various securities exchanges.
AllergyAlert
Putting code here that predicts if my son will need his inhaler on any given day then will send an email to the school nurse notifying her that he may need preemptive treatment.
cachetools
Extensible memoizing collections and decorators
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
electrum-vtc
Electrum-VTC; Vertcoin thin client
flask-base
A dead simple Flask boilerplate app with SQLAlchemy, Redis, User Authentication, and more.
haskell-workshop.github.io
Haskell Workshop webpage
ib_insync
Python sync/async framework for Interactive Brokers API
numerapi
Python API and command line interface for the numer.ai machine learning competition
pandas_market_calendars
Exchange calendars to use with pandas for trading applications
pybacktest
Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
pyrugarch
Python wrapper to the R rugarch package
pySharpeRratio
A moment-free estimator of the Sharpe (signal-to-noise) ratio.
python-riemann-wrapper
time and report exception in riemann for functions
scikit-datasmooth
scikits.datasmooth repository
State-Price-Density
Sieve estimation of state price density implied by option prices