AliHabibnia / CMDA_4984_Data_Science_for_Quantitative_Finance
This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and portfolio management, algorithmic trading, and financial forecasting. (first taught at Virginia Tech in 2019)
☆30Updated 2 weeks ago
Alternatives and similar repositories for CMDA_4984_Data_Science_for_Quantitative_Finance:
Users that are interested in CMDA_4984_Data_Science_for_Quantitative_Finance are comparing it to the libraries listed below
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆82Updated last year
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated 2 weeks ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆28Updated last year
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆38Updated 9 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- This intermediate applied econometrics course covers the theoretical, computational, and statistical underpinnings of the big data analys…☆17Updated last month
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆50Updated last year
- applications for risk management through computational portfolio construction methods☆38Updated 4 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆69Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆21Updated 4 years ago
- Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.☆12Updated last year
- Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python☆91Updated this week
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆29Updated 4 years ago
- Portfolio optimization with cvxopt☆36Updated last month
- ☆59Updated 2 years ago
- Algo Trading Research & Documentation☆17Updated 9 months ago
- Quant Research☆69Updated last week
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆38Updated last year
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆25Updated last year
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 3 years ago
- ☆22Updated last year
- 🧮 A deeper look into the Kelly Criterion☆39Updated last year
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆101Updated 2 years ago