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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advances_in_financial_machine_learning

I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.

allrank

allRank is a framework for training learning-to-rank neural models based on PyTorch.

alphalens

Performance analysis of predictive (alpha) stock factors

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bitcoin

Bitcoin Core integration/staging tree

bitcoinbook

Mastering Bitcoin 2nd Edition - Programming the Open Blockchain

black_litterman

Implementation of the Black-Litterman model for incorporating beliefs about the market into portfolio weight allocation

book-mastering-pandas-for-finance

Code from my progress through the book Mastering Pandas for Finance

books

:books: Books worth reading

bulbea

:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

capstone_project

capstone project with Professor Gordon Ritter _ Black Litterman

catboost

CatBoost is an open-source gradient boosting on decision trees library with categorical features support out of the box for Python, R

classification-in-keras

classification sample code using Keras

cook

Fair job scheduler on Mesos for batch workloads and Spark

cvxportfolio

cvxpy

A Python-embedded modeling language for convex optimization problems.

datacamp-python-data-science-track

All the slides, accompanying code and exercises all stored in this repo. 🎈

deep_learning_asset_pricing

deep_trader

This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to read tape. The project is dedicated to hero in life great Jesse Livermore.

deeplearninginassetpricingoriginalnotebooks

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138

deeplearningtutorials

Deep Learning Tutorial notes and code. See the wiki for more info.

dfp

Reinforcement Learning with Goals

directfutureprediction

Code for the paper "Learning to Act by Predicting the Future", Alexey Dosovitskiy and Vladlen Koltun, ICLR 2017

dlsa-public

Deep Learning Statistical Arbitrage

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

equity-data-web-scraper

Web scraper that stores fundamental stock data, analyst estimates, and earnings surprises as .pkl and/or .csv

fe-800

Robo Advisor with Black-Litterman

finance_ml

Advances in Financial Machine Learning