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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

awesome-quant-machine-learning-trading

Quant/Algorithm trading resources with an emphasis on Machine Learning

code-of-conduct

Open Source Code of Conduct at Twitter

courses

fast.ai Courses

deep_momentum_networks

🚂💨 Deep Momentum Networks for Time Series Strategies

dnn

Contains Deep Learning Code implemented on generic CPUs & Intel Xeon Phi Coprocessors

dtale

Visualizer for pandas data structures

financial-data-structures

Depricated repo. Please refer to mlfinlab

financial-machine-learning-research

fs1a2

fullstack

fullstack-course4

Example code for HTML, CSS, and Javascript for Web Developers Coursera Course

hummingbot

Hummingbot: a client for crypto market making

hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python

kelly_code

Code and examples for the project on risk-constrained Kelly gambling

molecularnotes

My Obsidian Second Brain setup

neural-networks

brief introduction to Python for neural networks

optuna

A hyperparameter optimization framework

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

pandas-profiling

Create HTML profiling reports from pandas DataFrame objects

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

qtpylib

QTPyLib, Pythonic Algorithmic Trading

quantinsti-final-project-statistical-arbitrage

QuantInsti EPAT: Final Project on Statistical Arbitrage

quantstats

Portfolio analytics for quants, written in Python

sa_risk_management

Group project for the WorldQuant University module, risk management.

shap

A game theoretic approach to explain the output of any machine learning model.

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

surf2016

ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).