sovai-research / open-investment-datasetsLinks
☆71Updated last year
Alternatives and similar repositories for open-investment-datasets
Users that are interested in open-investment-datasets are comparing it to the libraries listed below
Sorting:
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Python library for asset pricing☆125Updated last year
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- 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 8 months ago
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Updated last year
- Portfolio optimization with cvxopt☆40Updated 2 weeks ago
- Implements Path Shadowing Monte Carlo (PSMC).☆83Updated last year
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆30Updated last week
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆68Updated 8 months ago
- Tools for investing in Python☆47Updated 3 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated 2 months ago
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …☆80Updated 3 months ago
- ☆25Updated last month
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Portfolio Management for Everyone☆32Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Real-time & historical data API for US stocks and options☆66Updated last year
- Analyzing SEC data at scale☆45Updated this week
- 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
- ☆51Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆80Updated last year
- Risk tools for commodities trading and finance☆36Updated 3 weeks ago
- ☆47Updated 3 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 last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- Financial AI with Python☆98Updated last month
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 2 weeks ago
- my talk for credit suisse☆41Updated this week