tnet's repositories
AIAlpha
Use unsupervised and supervised learning to predict stocks
Bitcoin-Trader-RL
A profitable cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
BMC
Notes on Scientific Computing for Biomechanics and Motor Control
chowtest
Python package to test for structural breaks at a specified date using the Chow Test.
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
ECM-in-python
I implement and test an ECM on JP Morgan's stock and the S&P500
Econometrics-With-Python
Tutorials of econometrics featuring Python programming. This is a crash course for reviewing the most important concepts and techniques of basic econometrics, the theories are presented lightly without hustles of derivation and Python codes are straightforward.
epcalc
Epidemic Calculator
ExcelRefresh
command line utility to refresh Excel documents and their external connections, query tables and pivot tables.
FinanceOps
Research in investment finance with Python Notebooks
Financial-Machine-Learning-Articles
Contains the code for my financial machine learning articles
fractional_differencing_gpu
Rapid large-scale fractional differencing with RAPIDS to minimize memory loss while making a time series stationary. 6x-400x speed up over CPU implementation.
gabgoh.github.io
COVID online calculator git http://gabgoh.github.io/COVID/index.html
go
The Open Source Data Science Masters
gQuant
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
GradBoost
GradBoost takes in a regression model with methods .fit(X, y) and .predict(X), a set of testing X data to be predicted, training X and y data to fit on, and returns a tuple of the predicted y-values for the training data and testing data. The boosting rounds and learning rate are adjustable. The flexibility of model choice allows custom loss functions for the weak learners.
gs-quant
Python toolkit for quantitative finance
MarketAnalysis
Portfolio Theory, Options Theory, & Quant Finance
PerformanceAnalytics
Performance Anayltics for Investment Portfolios
quantstats
Portfolio analytics for quants, written in Python
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
SouthwestCheckin
🛫 Python script to checkin to a Southwest Flight 🛬
stock-trading-ml
A stock trading bot that uses machine learning to make price predictions.
stock_cnn_blog_pub
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"
Stocks
Programs for stock prediction and evaluation
stress-testing-with-jupyter
Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.
vaderSentiment
VADER Sentiment Analysis. VADER (Valence Aware Dictionary and sEntiment Reasoner) is a lexicon and rule-based sentiment analysis tool that is specifically attuned to sentiments expressed in social media, and works well on texts from other domains.