This repo is for my articles published on Medium.com
☆16Mar 8, 2023Updated 3 years ago
Alternatives and similar repositories for Medium
Users that are interested in Medium are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- ☆27May 3, 2022Updated 4 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated 2 years ago
- Automated trading system for NOPE strategy over IBKR TWS☆33Apr 22, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- A low frequency statistical arbitrage strategy☆21Feb 23, 2019Updated 7 years ago
- Solutions to machine learning HW from bloomberg ml course☆11Jun 23, 2019Updated 7 years ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Jul 18, 2026Updated 3 weeks ago
- ☆16Dec 16, 2022Updated 3 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- Implementing a first hurdle for expected returns☆18Updated this week
- ☆77Jun 7, 2024Updated 2 years ago
- A project that analyses recent carbon emissions worldwide☆15Mar 26, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆24Jun 20, 2023Updated 3 years ago
- A collection of data science related tutorials for Medium☆28Jun 13, 2022Updated 4 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- MCMC Inference for a Hawkes process in Julia☆26May 2, 2023Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- Deep dive into stock portfolio☆15Mar 20, 2023Updated 3 years ago
- PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting☆11Jan 9, 2023Updated 3 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- ☆23Apr 20, 2022Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Data science blogs & guides in python and R. The contents covers wide range of topics like MLOps, automation, simulations, visualizations…☆17Updated this week
- Sparse factor models with sign-constrained, grouped and cooperative LASSO penalties (HCGL, FCGL, SGL) via CVXPY - scikit-learn compatible☆23Updated this week
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- A data pipeline solution for collecting options data at scale.☆19Jun 28, 2023Updated 3 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆17Sep 12, 2020Updated 5 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- ☆16Jun 28, 2022Updated 4 years ago
- ☆17Updated this week
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- ☆10Dec 8, 2022Updated 3 years ago
- ☆16May 3, 2021Updated 5 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆72Mar 20, 2026Updated 4 months ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Financial research data services for academics.☆107Sep 4, 2025Updated 11 months ago
- ☆16Apr 6, 2022Updated 4 years ago