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financehub

Resources for Quantitative Finance

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

finra_api_queries

API Wrapper for the FINRA Query API

finx-reports-ib

Compose custom reports from IBKR Flex Statements.

fredapi

Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)

garchmodels

The Tidymodels Extension for GARCH models

google-research

Google Research

gs-quantitative-strategies-research-notes

Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)

html-hierarchical-transformer-based-multi-task-learning-for-volatility-prediction

Code for WWW-20 Paper: HTML: Hierarchical Transformer-based Multi-task Learning for Volatility Prediction

ibapicode

This repository holds the code examples for implementing the Interactive Brokers API. More information can be found at the link:

ibkr

play with ibkr web api

ibkr_trade_log

lightweight-charts-python

Python framework for TradingView's Lightweight Charts JavaScript library.

lp_thesis

Financial

lppls-git

Log Periodic Power Law Singularity model for financial bubble predictions.

ltsf-linear

This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"

machine-learning

Practical Full-Stack Machine Learning

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

market_screener

Technical Screener Example Functions

medium-article-code

Random code for medium articles.

mf-bocd

Active multi-fidelity Bayesian online changepoint detection.

mfdfa

Multifractal Detrended Fluctuation Analysis in Python

minimal-correlation-portfolio

🏦 Building a Minimally Correlated Portfolio with Data Science

mk-cuda-examples

cuda application design and development

motiflets

Motiflets

multitransformer

Transformer and MultiTransformer layers for stock volatility forecasting purposes

multivariate_timeseries_dilated_conv

Multivariate Time Series Classification using Dilated Convolutional Neural Network

nolds

Nonlinear measures for dynamical systems (based on one-dimensional time series)

openedgar

OpenEDGAR (openedgar.io)