Stefan Jansen's repositories
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
zipline-reloaded
Zipline, a Pythonic Algorithmic Trading Library
pyfolio-reloaded
Portfolio and risk analytics in Python
alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
python-algorithms
Collection of algorithm implementations from various sources plus own creations.
synthetic-data-for-finance
Material for QuantUniversity talk on Sythetic Data Generation for Finance.
empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
bcolz-zipline
A columnar data container that can be compressed.
backtrader
Python Backtesting library for trading strategies
pandas_market_calendars
Exchange calendars to use with pandas for trading applications
census_geocoder
Facilitates the use of the Census Geocoding Service API in batch format
exchange_calendars
Calendars for various securities exchanges.
nasdaq_orderbook_reconstructor
Nasdaq Order Book Reconstructor
pdfplumber
Plumb a PDF for detailed information about each char, rectangle, line, et cetera — and easily extract text and tables.
zipline-reloaded-feedstock
A conda-smithy repository for zipline-reloaded.
exchange-calendars-feedstock
A conda-smithy repository for exchange-calendars.
ib_insync
Python sync/async framework for Interactive Brokers API
nest_asyncio
Patch asyncio to allow nested event loops
pydata-sphinx-theme
Bootstrap-based sphinx theme from the PyData community
pymc-marketing
Bayesian marketing toolbox in PyMC. Media Mix (MMM), customer lifetime value (CLV), buy-till-you-die (BTYD) models and more.
score_sde
Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
score_sde_pytorch
PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
staged-recipes
A place to submit conda recipes before they become fully fledged conda-forge feedstocks