Richard Harrison's starred repositories
scikit-learn
scikit-learn: machine learning in Python
filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
defi-derivatives
A hopefully comprehensive guide to the defi derivative landscape
pyfolio-reloaded
Portfolio and risk analytics in Python
bioinfokit
Bioinformatics data analysis and visualization toolkit
geneticalgorithm
Genetic Algorithm Package for Python
yahoo-earnings-calendar
Scrapes Yahoo! Finance earnings calendar to get data for a specific date or a date range.
gsoc17-hhmm
Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 2017.
Algorithmic-Short-Selling-with-Python-Published-by-Packt
Algorithmic Short-Selling with Python
sklearn-som
A simple, rectangular self-organizing map with methods similar to clustering methods in Scikit Learn.
QC-Trading-Bot-YT
YouTube series in which I research and code a trading bot in Python. This code is for the trading bot on the QuantConnect platform.
SpotifySentiment
The aim of this project is to map and analyse the sentiments of different countries based on their music tastes over time. The data is presented in a web app coded in Python using the Plotly Dash package.
terality-demo-notebooks
Demonstration notebooks for the Terality serverless data processing engine (www.terality.com)
ftx_zorro_plugin
FTX Plugin for Zorro Trader
IdeaStreams
Fortnightly YouTube series I present for QuantConnect on their channel where I research, develop and test quantitative trading strategies based on current market events.