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javdat's Projects

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

bayesqart icon bayesqart

Bayesian quantile additive regression trees

feature-selector icon feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

gbdtmo icon gbdtmo

Gradient boosted decision trees for multiple outputs. Better generalization ability, faster training and inference.

gplearn icon gplearn

Genetic Programming in Python, with a scikit-learn inspired API

httr icon httr

httr: a friendly http package for R

ib_insync icon ib_insync

Python sync/async framework for Interactive Brokers API

ibrokers icon ibrokers

R API to Interactive Brokers Trader Workstation

pyfolio icon pyfolio

Portfolio and risk analytics in Python

slackr icon slackr

:hash: A package to send webhook API messages to Slack.com channels/users from R

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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