Nicholas Pezolano's repositories

furni-ios

Furni for iOS is a furniture store demo app presented on stage by Bear Douglas and Romain Huet at the Twitter Flight conference in San Francisco on October 21st, 2015, to show off the power of the Fabric platform.

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PyTreasuryDirect

Python API for Treasury Direct

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Python-T9-implementation

A simple t9 implementation in python using bio pythons trie

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trading_calendars

Calendars for various securities exchanges.

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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.

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bernhard

Python Riemann client.

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cachetools

Extensible memoizing collections and decorators

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CrossSection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

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d3

A JavaScript visualization library for HTML and SVG.

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diagrams

Embedded domain-specific language for declarative vector graphics (wrapper package)

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electrum-vtc

Electrum-VTC; Vertcoin thin client

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flask-base

A dead simple Flask boilerplate app with SQLAlchemy, Redis, User Authentication, and more.

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HaPy

Haskell bindings for Python

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haskell-workshop.github.io

Haskell Workshop webpage

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ib_insync

Python sync/async framework for Interactive Brokers API

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ipca

Instrumented Principal Components Analysis

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moonshot

Vectorized backtester and trading engine for QuantRocket

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numerapi

Python API and command line interface for the numer.ai machine learning competition

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nvd3

A reusable charting library written in d3.js

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OmegaUI

Backtrader Front End

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pandas_market_calendars

Exchange calendars to use with pandas for trading applications

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pybacktest

Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast

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pyrugarch

Python wrapper to the R rugarch package

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pySharpeRratio

A moment-free estimator of the Sharpe (signal-to-noise) ratio.

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python-riemann-wrapper

time and report exception in riemann for functions

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scikit-datasmooth

scikits.datasmooth repository

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State-Price-Density

Sieve estimation of state price density implied by option prices

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zipline

Zipline, a Pythonic Algorithmic Trading Library

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