s-research's repositories
AaronLocker
Robust and practical application control for Windows
alphalens
Performance analysis of predictive (alpha) stock factors
AnomalyDetection
Anomaly Detection with R
BreakoutDetection
Breakout Detection via Robust E-Statistics
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
financial_fundamentals
Find XBRL filings on the SEC's Edgar and extract accounting metrics.
iextrading4j-hist
IEX Trading library to parse TOPS and DEEP multicast packets
Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
pyfolio
Portfolio and risk analytics in Python
qgrid
An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks
research_public
Quantitative research and educational materials
zipline
Zipline, a Pythonic Algorithmic Trading Library