firmai / awesome-quantLinks
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
☆6Updated 3 years ago
Alternatives and similar repositories for awesome-quant
Users that are interested in awesome-quant are comparing it to the libraries listed below
Sorting:
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆13Updated 3 years ago
- This notebook provides some skills to perform financial analysis on economical data.☆24Updated 3 years ago
- ☆10Updated 5 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 3 years ago
- [deprecated] U.S. public financial analysis tools using pandas.☆14Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- ☆18Updated 8 years ago
- Python codes to create firm characteristics and returns pulling from Compustat, CRSP, and IBES through WRDS☆14Updated 5 years ago
- A first experiment on how to use deep-value investing strategies to find valuable stocks☆13Updated 3 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional moves☆11Updated last year
- ☆14Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆14Updated 2 years ago
- ☆10Updated 5 years ago
- A modification of traditional random forest for time-series forecasting☆12Updated last year
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆14Updated 8 years ago
- The NLP News Sentiment Factor Trading Strategy for a Portfolio of S&P 500 Stocks☆12Updated 5 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆46Updated 4 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Updated 4 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- Create a Model to predict movement of S&P 500 Index based on Quantitative, Qualitative and Public sentiment factors. • Natural language p…☆7Updated 7 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- A package to sort stocks into portfolios and calculate weighted-average returns.☆17Updated 2 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago