rishav-3stonecapital's repositories
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Lasso
This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
Market-Models
While interning at Macro Intelligence 2 Partners, I developed a number of Bloomberg API integrated Python programmed models to predict market movements and assist trading strategies
Notes_For_Macroeconomic_Analyst
These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
py-lars
Naive implementation of Least Angle Regression
PyfengForPapers
Python Code for Quantitative Finance Papers
selfstudy-LARS
least angle regression, reproducing for self-study
TradeAdvisor
Stock Trade Advisor based on artificial intelligence for the historical market price, macro data and economic cycles,