terence-lim / financial-data-science
Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning
☆41Updated 3 weeks ago
Alternatives and similar repositories for financial-data-science:
Users that are interested in financial-data-science are comparing it to the libraries listed below
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆35Updated 3 weeks ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated 11 months ago
- 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…☆62Updated last month
- This collects the scripts and notebooks required to reproduce my published work.☆47Updated this week
- Quantitative finance research notebooks☆19Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆26Updated 8 months ago
- ☆38Updated 2 years ago
- ☆14Updated 4 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆47Updated last week
- Time series regime analysis in python☆13Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 2 months ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆8Updated 3 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆27Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆62Updated last week