Stefan Jansen (stefan-jansen)

stefan-jansen

Geek Repo

Company:https://www.applied-ai.com

Location:Brooklyn

Home Page:https://www.ml4trading.io/

Twitter:@ml4trading

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Stefan Jansen's repositories

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

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zipline-reloaded

Zipline, a Pythonic Algorithmic Trading Library

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pyfolio-reloaded

Portfolio and risk analytics in Python

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alphalens-reloaded

Performance analysis of predictive (alpha) stock factors

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python-algorithms

Collection of algorithm implementations from various sources plus own creations.

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synthetic-data-for-finance

Material for QuantUniversity talk on Sythetic Data Generation for Finance.

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empyrical-reloaded

Common financial risk and performance metrics. Used by zipline and pyfolio.

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bcolz-zipline

A columnar data container that can be compressed.

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yfinance

Yahoo! Finance market data downloader (+faster Pandas Datareader)

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backtrader

Python Backtesting library for trading strategies

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pandas_market_calendars

Exchange calendars to use with pandas for trading applications

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eventkit

Event-driven data pipelines

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libpy

Utilities for writing C++ extension modules.

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ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).

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census_geocoder

Facilitates the use of the Census Geocoding Service API in batch format

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exchange_calendars

Calendars for various securities exchanges.

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nasdaq_orderbook_reconstructor

Nasdaq Order Book Reconstructor

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pdfplumber

Plumb a PDF for detailed information about each char, rectangle, line, et cetera — and easily extract text and tables.

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zipline-reloaded-feedstock

A conda-smithy repository for zipline-reloaded.

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exchange-calendars-feedstock

A conda-smithy repository for exchange-calendars.

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ib_insync

Python sync/async framework for Interactive Brokers API

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LightGBM

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

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nest_asyncio

Patch asyncio to allow nested event loops

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pydata-sphinx-theme

Bootstrap-based sphinx theme from the PyData community

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pymc-marketing

Bayesian marketing toolbox in PyMC. Media Mix (MMM), customer lifetime value (CLV), buy-till-you-die (BTYD) models and more.

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score_sde

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

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score_sde_pytorch

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

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staged-recipes

A place to submit conda recipes before they become fully fledged conda-forge feedstocks

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