WXZQuant's repositories
adanet
Fast and flexible AutoML with learning guarantees.
akshare
AkShare is a utility for crawling data of financial market!
awesome-ai-in-finance
🔬 A curated list of awesome machine learning strategies & tools in financial market.
awesome-automl-papers
A curated list of automated machine learning papers, articles, tutorials, slides and projects
BVAR_
Empirical macro toolbox
cdml-neurips2020
This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop at Neural Information Processing Systems (NeurIPS) 2020.
CIF
Composite Indicators Framework for Business Cycle Analysis
ctpgao
基于ctp接口开发的交易框架(接口类型仿 天勤sdk)
cvxportfolio
Portfolio optimization and simulation in Python
EconometricsWithR
📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
EmbeddingPortfolio
A repository for portfolio allocation based on embedding data representation
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
featurewiz
Use advanced feature engineering strategies and select best features from your data set with a single line of code.
fortitudo.tech
Investment and risk technologies maintained by Fortitudo Technologies.
iml_methods_limitations
Seminar on Limitations of Interpretable Machine Learning Methods
interpretable_machine_learning_with_python
Practical techniques for training interpretable ML models, explaining ML models, and debugging ML models.
lofo-importance
Leave One Feature Out Importance
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.
MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
Nowcasting
Nowcasting
Papers
My Quant Research Papers (incl. Coding & Excel Examples)
QuantResearch
Quantitative analysis, strategies and backtests
Quantsbin
Quantitative Finance tools
research_public
Quantitative research and educational materials
Riskfolio-Lib
Quantitative Strategic Asset Allocation, easy for you.
riskParityPortfolio
Design of Risk Parity Portfolios
shap
A unified approach to explain the output of any machine learning model.
tpot
A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.
TSMOM
Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.