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amunategui.github.io

awesome-quant

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

bagging-in-r

Companion code for http://amunategui.github.io/bagging-in-R/

benthompsonchatbot

An LLM app that allows you to chat with Stratechery articles

bettercrossvalidation

Companion code for YouTube video: https://www.youtube.com/watch?v=Og7CGAfSr_Y&feature=youtu.be

blogs

Jupyter notebooks that support my graph data science blog posts at https://bratanic-tomaz.medium.com/

causal-inference-and-discovery-in-python

Causal Inference and Discovery in Python by Packt Publishing

courses

Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1

cvae-financial-anomaly-detection

dawp

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

dcc-garch

DCC GARCH modeling in Python

demo_marchenko_pastur_analysis

Presentation held at IMR Machine Learning journal club 15. October 2020. Demo Marcenko Pasture distribution applied to eigenvalues of random matrix

dirtyquant

Code that I show on my YouTube Channel

dlsa-public

Deep Learning Statistical Arbitrage

documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

dx

DX Analytics | Financial and Derivatives Analytics with Python

e2e-dro

End-to-end distributionally robust optimization

exdata_plotting1

Plotting Assignment 1 for Exploratory Data Analysis

exploring-data-with-correlations

feature-hashing-walkthrough

Companion code for http://amunategui.github.io/feature-hashing/

finrl-library

A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥

fractal-market-analysis

We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.

fractional-differentiation-time-series

As described in Advances of Machine Learning by Marcos Prado.

fscaret-feature-selection-on-steroids

Code for Youtube video: https://www.youtube.com/watch?v=dTRDZBltCTg&list=UUq4pm1i_VZqxKVVOz5qRBIA&index=1

full-r-scripts-walkthroughs

PDF version of full R walkthroughs: R - General Purpose Machine Learning Scripts copy.pdf

get-all-hacker-news-submissions-comments

Simple Python scripts to download all Hacker News submissions and comments and store them in a PostgreSQL database.

gettingandcleaningdata

Getting and Cleaning Data - John Hopkins

github.io-custom-album-example

Show it to the World! Let's Build a Free Art Portfolio Website on GitHub.io in 20 Minutes!

google-trends-walkthrough

Code to walkthrough - http://amunategui.github.io/google-trends-walkthrough/

greatlookingwebsite.github.io-master