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finquest's Projects
adv_fin_ml_exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
bt
bt - flexible backtesting for Python
efficient_frontier
Markowitz portfolio optimisation (efficient frontier) in Python
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
ffn
ffn - a financial function library for Python
gs-quant
Python toolkit for quantitative finance
linearmodels
Add linear models including instrumental variable and panel data models that are missing from statsmodels.
mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
multi-factor-model
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
pymemoize
Simple Python cache and memoizing module
pyrb
Constrained and Unconstrained Risk budgeting allocation in Python
xbbg
An intuitive Bloomberg API
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