szev77's repositories
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
automate_algo_trading_medium
Python script for medium article
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
btrccts
BackTest and Run CryptoCurrency Trading Strategies
Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
cppi_strategy
Implementing a CPPI strategy
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
cvxpylayers
Differentiable convex optimization layers
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
gs-quant
Python toolkit for quantitative finance
ig-markets-api-python-library
A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account
ishares
scrape etf holdings histories from iShares.com, with optional aws integration (s3 + athena)
ishares-etf-data-download
Code for downloading and storing iShares ETF historical NAV data.
mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
pingouin
Statistical package in Python based on Pandas
pyEX
Python interface to IEX and IEX cloud APIs
python-eodhistoricaldata
Download data from EOD historical data https://eodhistoricaldata.com/ using Python, Requests and Pandas.
Python_Trading_Snippets
Collections of snippets for trading I find interesting
qtrader
Reinforcement Learning for Portfolio Management
QuantitativePrimer
An Interview Primer for Quantitative Finance
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
webscrap_ishares
Code for downlading of ishares ETF data and basic analysis.