GrovesD2 / twitter_demos
A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi
☆55Updated last year
Alternatives and similar repositories for twitter_demos:
Users that are interested in twitter_demos are comparing it to the libraries listed below
- Python library for asset pricing☆115Updated last year
- ☆81Updated 5 months ago
- Macrosynergy Quant Research☆126Updated this week
- ☆37Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- ☆47Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- A collection of scripts for modelling financial markets & options in R.☆52Updated 3 months ago
- ☆22Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆111Updated last month
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 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
- ☆59Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆35Updated last year
- Financial AI with Python☆74Updated 3 weeks ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆182Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆157Updated 2 weeks ago
- ☆137Updated last year
- Analysis of financial instruments☆71Updated this week
- Portfolio Construction and Risk Management book's Python code.☆90Updated last week
- Quantamental finance research with python☆146Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆46Updated last week
- Statistical Jump Models in Python, with scikit-learn-style APIs☆68Updated 3 months ago
- Quant Research☆72Updated last month
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Algo Trading Research & Documentation☆18Updated 10 months ago
- ☆45Updated last year
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆47Updated last year
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆22Updated 3 months ago