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kwotrade's Projects

awesome-quant icon awesome-quant

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

bitcoin_volatility_forecasting icon bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

computer-science icon computer-science

:mortar_board: Path to a free self-taught education in Computer Science!

crosssection icon crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

expression icon expression

Pragmatic functional programming for Python inspired by F#

filterpy icon filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

fingraph icon fingraph

Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)

handson-ml2 icon handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

har-rv icon har-rv

A python-based implementation of the HAR model to forecast realized volatility on SPY.

kalman-and-bayesian-filters-in-python icon kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

mathwiki icon mathwiki

An Obsidian.md vault for my math course notes in university.

mlfinlab icon mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mplfinance icon mplfinance

Financial Markets Data Visualization using Matplotlib

nba-smart-contracts icon nba-smart-contracts

Smart contracts and transactions for Topshot, the official NBA digital collectibles game on the Flow Blockchain

python-binance icon python-binance

Binance Exchange API python implementation for automated trading

quantstats icon quantstats

Portfolio analytics for quants, written in Python

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