terence-lim / financial-data-science
Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on structured and unstructured financial data sets
☆38Updated 9 months 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
- Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects☆33Updated 8 months ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Portfolio optimization with cvxopt☆37Updated last month
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 2 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated this week
- ☆14Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 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
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆25Updated 10 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- ☆36Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆32Updated 3 years ago
- ☆12Updated last year
- ☆26Updated 6 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- Economic indicators using Python and APIs☆15Updated last year
- 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
- Time series regime analysis in python☆13Updated 2 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 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…☆24Updated 2 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 7 months ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Updated last year
- Fama-French models, idiosyncratic volatility, event study☆30Updated 2 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆73Updated 4 years ago