trelsco

arctic

High performance datastore for time series and tick data

Clairvoyant

Software designed to identify and monitor social/historical cues for short term stock movement

codingthematrix

Solutions to labs and homeworks for Coding the Matrix, a Coursera course

pyflux

Open source time series library for Python

bindertut

celery-env

Conda environment for scheduled stock price collection using alpha_vantage and celery

Courses

MOSEK reletated course material

datalab

dlm

Dynamic linear models with probabilistic programming.

hpelm

High performance implementation of Extreme Learning Machines (fast randomized neural networks).

LSTM_tsc

An LSTM for time-series classification

meucci-python

Python Code for Meucci Related Blog Posts

MQF_SMU_QF627_2020

Programming and Computational Finance

public_notebooks

public notebooks for nbviewer

PyMC3_Oslo

Probabilistic programming in Python workshop at Oslo universitetssykehus HF

pyxll-examples

example code to be used with pyxll

q_presentation

Presentation at QuantCon SG 2016

r4nd0m

ThinkDSP

LaTeX source and Python code for "Think DSP: Digital Signal Processing in Python", by Allen B. Downey.

Tutorials

A collection of tutorials for the MOSEK package

workshop_repo

Repository for Noviscient Singapore workshop 5-6 December 2016