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AaronLocker

Robust and practical application control for Windows

Language:PowerShellMIT000

alphalens

Performance analysis of predictive (alpha) stock factors

Language:Jupyter NotebookApache-2.0000

AnomalyDetection

Anomaly Detection with R

Language:RGPL-3.0000

BreakoutDetection

Breakout Detection via Robust E-Statistics

Language:C++GPL-2.0000

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Language:Jupyter NotebookAGPL-3.0000

financial_fundamentals

Find XBRL filings on the SEC's Edgar and extract accounting metrics.

Language:PythonNOASSERTION000

iextrading4j-hist

IEX Trading library to parse TOPS and DEEP multicast packets

Language:JavaApache-2.0000

iexviz

demo of working with iex TOPS and DEEP messages

Language:HTMLNOASSERTION010

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 ;)

Language:Jupyter NotebookMIT000

pyfolio

Portfolio and risk analytics in Python

Language:Jupyter NotebookApache-2.0000

qgrid

An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

Language:PythonApache-2.0000

research_public

Quantitative research and educational materials

Language:Jupyter Notebook000

zipline

Zipline, a Pythonic Algorithmic Trading Library

Language:PythonApache-2.0000