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awesome-quant

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

awesome-tensorflow

TensorFlow - A curated list of dedicated resources http://tensorflow.org

bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

computational_finance

Python

deep-portfolio-theory

Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)

duka

duka - Dukascopy historical data downloader

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

fixedincome

fourier_pricing

handson-ml

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

lc_exercises

machine_learning_examples

A collection of machine learning examples and tutorials.

mastersthesis

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.

models

Models and examples built with TensorFlow

nelson_siegel_svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

pandas-cookbook

Recipes for using Python's pandas library

projects

pydatadc_2018-tidy

PyData 2018 tutorial for tidying data

risk_management

robintrack

Scrapes the Robinhood API to retrieve + store popularity and price data.

statistics

tf-quant-finance

High-performance TensorFlow library for quantitative finance.