Farmhouse121 / Financial-Data-Science-in-PythonLinks
This collects the scripts and notebooks required to reproduce my published work.
☆48Updated this week
Alternatives and similar repositories for Financial-Data-Science-in-Python
Users that are interested in Financial-Data-Science-in-Python are comparing it to the libraries listed below
Sorting:
- 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…☆64Updated 5 months ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆60Updated 4 months ago
- ☆42Updated 2 years ago
- 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).☆53Updated last year
- Python library for asset pricing☆118Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 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…☆40Updated last year
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Risk tools for commodities trading and finance☆35Updated 2 months ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 5 months ago
- Tools for investing in Python☆45Updated 3 years ago
- Macrosynergy Quant Research☆153Updated this week
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆38Updated last year
- Simple portfolio analysis and management.☆29Updated 3 years ago
- ☆64Updated 2 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated last month
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- ☆73Updated 3 years ago