ablackswan's repositories
Language:Jupyter Notebook000
example-hftish
Example Order Book Imbalance Algorithm
Language:Python000
gs-quant
Python toolkit for quantitative finance
Language:Jupyter NotebookApache-2.0000
Language:Python000
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index_tracking
Replication of Financial Index Tracking computations reported in: arXiv:2008.12050
Language:Jupyter NotebookMIT000
Language:Jupyter NotebookApache-2.0000
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Language:Jupyter Notebook000
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Language:Jupyter NotebookMIT000
research_public
Quantitative research and educational materials
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sparseIndexTracking
Design of Portfolio of Stocks to Track an Index
GPL-3.0000