Richard Harrison's starred repositories
ydata-profiling
1 Line of code data quality profiling & exploratory data analysis for Pandas and Spark DataFrames.
vowpal_wabbit
Vowpal Wabbit is a machine learning system which pushes the frontier of machine learning with techniques such as online, hashing, allreduce, reductions, learning2search, active, and interactive learning.
cookiecutter-data-science
A logical, reasonably standardized, but flexible project structure for doing and sharing data science work.
featuretools
An open source python library for automated feature engineering
quantstats
Portfolio analytics for quants, written in Python
pandarallel
A simple and efficient tool to parallelize Pandas operations on all available CPUs
example-scripts
A collection of scripts and notebooks to help you get started quickly.
alphatools
Quantitative finance research tools in Python
alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
fold
🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This is an internal project - documentation is not updated anymore and substantially differ from the current API.
saxo_openapi
The saxo_openapi package provides easy access to SAXO Bank OpenAPI (https://www.developer.saxo/openapi/learn). Checkout the Jupyter notebooks covering most aspects of the API.
ib_insync
Live upstream is now at https://github.com/ib-api-reloaded/ib_async; sadly, the orignial creator Ewald has died and now we must continue without his years of experience creating and growing this project. See the 'Discussions' tab for organization planning. Python sync/async framework for Interactive Brokers API
AlgorithmsWithWriteups
Links to Algorithms and their Writeups that I've developed at QuantConnect
PythonDataScienceHandbook
Python Data Science Handbook: full text in Jupyter Notebooks
pysterlingtrader
Python lib to communicate with Sterling Trader Pro API
constrainedlr
Drop-in replacement of sklearn's Linear Regression with coefficients constraints
Example.REDI.Python.BasicExamples
REDI API - Basic Python examples
mesosim-tracker
Public ✨ Feature and Bug 🐛 Tracker for the MesoSim project
mesosim-one-import
AutoHotKey script to automate the import of trades from a MesoSim exported CSV file into OptionNet Explorer
one_signals
Signals pop-up browser