yhilpisch / aifinLinks
Resources for the AI in Finance Workshop at Texas State University (October 2023).
☆53Updated last year
Alternatives and similar repositories for aifin
Users that are interested in aifin are comparing it to the libraries listed below
Sorting:
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆55Updated 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…☆63Updated 3 months ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- Python library for asset pricing☆115Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆42Updated 2 years ago
- 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…☆40Updated last year
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆40Updated 2 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python☆105Updated 2 months ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆90Updated last year
- The Official Repository of Mastering Financial Pattern Recognition☆144Updated 2 years ago
- Teaching Resources for Cuemacro courses☆54Updated 3 months ago
- Quant Research☆81Updated 4 months ago
- Algo Trading Research & Documentation☆20Updated last year
- Macrosynergy Quant Research☆147Updated last week
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆105Updated 3 years ago
- ☆140Updated last year
- ☆45Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆46Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- A repository of demonstrations, from the twitter threads here: https://twitter.com/DrDanobi☆55Updated last year
- Portfolio Construction and Risk Management book's Python code.☆114Updated last week
- Quantamental finance research with python☆149Updated 3 years ago