Farmhouse121 / Adventures-in-Financial-Data-ScienceLinks
Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for the book are mostly originally written for the RATS time-series analysis system, which is commercial software, so I have begun porting the code to Python Notebooks written for G…
☆64Updated 9 months ago
Alternatives and similar repositories for Adventures-in-Financial-Data-Science
Users that are interested in Adventures-in-Financial-Data-Science are comparing it to the libraries listed below
Sorting:
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 months ago
- Portfolio optimization with cvxopt☆40Updated last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Risk tools for commodities trading and finance☆37Updated 3 weeks ago
- Tools for investing in Python☆47Updated 3 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 9 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆29Updated this week
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆54Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆76Updated 9 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- ☆25Updated 2 months ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆122Updated 3 months ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Python library for asset pricing☆127Updated last year
- Simple portfolio analysis and management.☆31Updated 4 years 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…☆41Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆62Updated 2 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago