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assign_introfin

Intro to Finance Assignment

awesome-quant

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

catboost

A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.

crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

dash-by-plotly

Interactive data analytics

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

eikondataapi

em301

em301

esg-asset-allocation

Implementations of asset allocation models with the integration of ESG (Environmental, Social, and Governance) criteria in the form of quantitative ESG firm scores. The goal is to examine how investor preferences regarding ethical standards and practices can affect their capital allocation towards assets.

esg-investing-i

ESG investing for portfolio selection & optimization

esg-score-integration

Integrating ESG scores into asset allocation and portfolio optimization through a GUI application.

esg_clustering

A tool to cluster ESG stocks and cryptocurrency by return data to identify similar assets with higher ESG scores.

eurostat-api-client

A simple python client to query eurostat API

example.eikonapi.python.diversityandinclusion

Compare the Diversity and Inclusion metrics of an organization using the ESG dataset in Eikon

example.rdp.python.esggraphplot

This example will demonstrate how we can retrieve ESG data from Refinitiv Data Platform (RDP). We will be using Python with RDP API to request ESG data on the Jupyter Notebook. The notebook allows the user to create and share documents that contain live code, narrative text, visualizations and we can also plot the graph on the notebook.

fraud-detection-credit-card-account-origination

This project commissions to examine the 100,000 credit card application data, detect abnormality and potential fraud in the dataset. All data manipulation and analysis are conducted in R. Featured analysis methods include Principal Component Analysis (PCA), Heuristic Algorithm and Autoencoder.

getcourse-video-downloader

Скрипт для скачивания видео с GetCourse

jupyter-notebooks

Quantitative Risk Book

lecture2022

llama

Inference code for LLaMA models

machinelearningstocks

Using python and scikit-learn to make stock predictions

markowitz

Efficient frontier visualization using Dash / Plotly

meucci

ml-courses-7bits

msci_esg

A Python package that uses Selenium to scrape content from the MSCI.com ESG Ratings Corporate Search Tool.

multiobjective-portfolio-optimization

Multiobjective portfolio optimization with sustainability factors considered.

open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.

pacta_analysis

Run the PACTA analysis on EQ & CB portfolios

pactacore

Tools to Calculate Climate Targets for Equity and Corporate Bond Portfolios

practical-machine-learning-cookbook

Code repository for Practical Machine Learning Cookbook, published by Packt