takayuki tokunaga's repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advances-in-Financial-Machine-Learning
Notes on Advances in Financial Machine Learning
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Algorithmic-Short-Selling-with-Python-Published-by-Packt
Algorithmic Short-Selling with Python
alphalens-reloaded
Performance analysis of predictive (alpha) stock factors
arch
ARCH models in Python
arpmRes
Advanced Risk and Portfolio Management Resources
databento-python
The official Python client library for Databento
empyrical-reloaded
Common financial risk and performance metrics. Used by zipline and pyfolio.
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
pybotters
An advanced api client for python botters.
factor-risk-parity
Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
pyfolio-reloaded
Portfolio and risk analytics in Python
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Python-for-Finance-Cookbook-2E
The repository of "Python for Finance Cookbook" 2nd edition
rpy2
Interface to use R from Python
Selfstudy-note-for-advances-in-financial-machine-learning
Notebook for <Advances in Financial Machine Learning> using Python 3.7
vectorbt_pro_tutorials
A Collection of public tutorials published in the qubitquants.pro blog
xbbg
An intuitive Bloomberg API
yfinance
Yahoo! Finance market data downloader (+faster Pandas Datareader)
zipline-reloaded
Zipline, a Pythonic Algorithmic Trading Library