milkwoodsf Goto Github PK
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Location: Chicago, IL
Type: User
Location: Chicago, IL
Python implementation of Antonacci's GEM ("Global Equities Momentum") strategy
MLB Statcast has performance data from every play at the major league level. I make a a head-to-head comparison of this data for Gerrit Cole and Jacob deGrom including hypothesis testing.
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
Quantitative Momentum Investing& Quantitative Value Investing Strategies
A library of quantiative algorithms for algorithmic trading implemented with Python
Repository with data, starter notebooks, and solution notebooks for my course Applied Time Series Forecasting in Python
Backtesting Strategies using backtesting.py and TA-Lib
How to do Bayesian statistical modelling using numpy and PyMC3
Methods to get the probability of a changepoint in a time series.
This project is based on the paper: Frazzini, A. & Pedersen, L. (2014). "Betting Against Beta."
Source code for my personal blog
Combines alpha signals using a random forest, and demonstrates solutions to overlapping labels issue (rolling autocorrelation) proposed by Marcos Lopez de Prado in Advances in Financial Machine Learning
This is a project that includes functions/class that implement a partner selection procedure that can be used in a trading strategy with Vine Copulas.
Teaching materials for the applied machine learning course at Cornell Tech (online edition)
Backtest result archive for Momentum Trading Strategies
Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.
Production ready prototype factor model, alpha factors based on hypothesis proposed in the paper Overnight Returns and Firm-Specific Investor Sentiment by David Aboody et al
Code and Notes for fat-tailed statistics.
Finance 5330 Financial Econometrics
Here you can find all the quantitative finance algorithms that I've worked on over the past year!
Collection of notebooks about quantitative finance, with interactive python code.
Python applications to financial markets
Demo application for the 'Jenkins: The Definitive Guide' book
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.