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medium_notebook

Repository containing notebooks of my posts on Medium

mli-resources

H2O.ai Machine Learning Interpretability Resources

monthly-returns-heatmap

Python Monthly Returns Heatmap

multipy

Multiple hypothesis testing in Python

nni

nowcasting

Nowcasting

nowcasting-1

R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:

pdpbox

python partial dependence plot toolbox

portfolioattribution

pycebox

⬛ Python Individual Conditional Expectation Plot Toolbox

pyrb

Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python

quantaxis

QUANTAXIS 股票/期货/自定义市场 数据/回测/模拟/交易/可视化 纯本地一站式解决方案

quantdigger

基于python的量化交易平台

quantresearch

Quantitative analysis, strategies and backtests

quantsbin

Quantitative Finance tools

quantstats

Portfolio analytics for quants, written in Python

research_public

Quantitative research and educational materials

riskfolio-lib

Quantitative Strategic Asset Allocation, easy for you.

riskparityportfolio

Design of Risk Parity Portfolios

shap

A unified approach to explain the output of any machine learning model.

skater

Python Library for Model Interpretation/Explanations

statlib

Bayesian State Space and Dynamic Models

tpot

A Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.

tsmom

Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.

wotan

Automagically remove trends from time-series data

xai

XAI - An eXplainability toolbox for machine learning

xai_resources

Interesting resources related to XAI (Explainable Artificial Intelligence)

xgbfir

XGBoost Feature Interactions Reshaped