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ai-for-trading

code repository for Udacity nanodegree Artificial Intelligence for Trading

ai-for-trading-1

Udacity nanodegree: AI for Trading

alphalens

Performance analysis of predictive (alpha) stock factors

b7freelacrm

carteira_fundos

coleção de scripts interessante para processar carteira de fundos do site da cvm

crypto_data_daemon

Development of a data service to pull in holdings vs live prices and display key performance measures

dawp

Derivatives Analytics with Python (Wiley Finance)

edx-downloader

Download all videos of a course from https://edx.org to your computer easily.

funding_rate

hft-orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

l1-trend-filtering

This is a Python package wrapper around the C solver for the l1 trend filtering algorithm written by Kwangmoo Koh, Seung-Jean Kim and Stephen Boyd.

machine-learning-for-trading

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

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.

multi-factor-model

Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

order-imbalance

Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform

pycaret

An open-source, low-code machine learning library in Python

qgrid

An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks

research_public

Notebooks based on financial machine learning.

robos_b3

robos que pegam dados de paginas publicas da b3

smart-beta-portfolio-optimization

Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..