jfferreira Goto Github PK
Name: Jose Ferreira
Type: User
Location: United States
Jose Ferreira's Projects
2020-mfe
2020-mfe
bt
bt - flexible backtesting for Python
calculus
data-cleans
This repo has code to do primary data cleaning for Compustat / Crsp from WRDS
dlsa-public
Deep Learning Statistical Arbitrage
financepy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
hctsa
Highly comparative time-series analysis
hmnlica
Code for Hidden Markov Nonlinear ICA
how-kalman-filters-work-examples
Example files for the article "How Kalman Filters Work".
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
mfe
nla
qrisk
Common financial risk and performance metrics. Used by zipline and pyfolio.
rwrds
Download and clean data from WRDS.
statarb
stocks
Programs for stock prediction and evaluation
zipline
Zipline, a Pythonic Algorithmic Trading Library
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