jbtheming Goto Github PK

ag-grid

The best JavaScript Data Table for building Enterprise Applications. Supports React / Angular / Vue / Plain JavaScript.

arch

ARCH models in Python

arp

Auto Refresh Plus with all tracking and malware removed!

asyncex

A helper library for async/await.

beanconqueror

An open source project for coffee enthusiasts.

calculatedproperties

Easy-to-use calculated properties for MVVM apps

cs230

empyrical

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

feature-selector

Feature selector is a tool for dimensionality reduction of machine learning datasets

filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

heatmaps

Better heatmaps in Python

highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

machine-learning-for-algorithmic-trading-second-edition_original

Machine Learning for Algorithmic Trading, Second Edition - published by Packt

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mvvm

MVVM helpers, including calculated properties and asynchronous notification tasks.

numpy-ml

Machine learning, in numpy

pandas_market_calendars

Exchange calendars to use with pandas for trading applications

pdblp

pandas wrapper for Bloomberg Open API

pyfolio

Portfolio and risk analytics in Python

pykalman

Kalman Filter, Smoother, and EM Algorithm for Python

pysystemtrade

Systematic Trading in python

python.included

A Python.NET based framework enabling .NET libraries to call into Python packages without depending on a local Python installation.

qstrader

QuantStart.com - QSTrader backtesting simulation engine.

quantresearch

Quantitative analysis, strategies and backtests

qv

rcvj_forecasting

research_public

Quantitative research and educational materials

rxx

Extensions for Reactive Extensions