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Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advanced Financial Econometrics - Trinity Term 2020
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Training for Kx Analyst
Source Code for 'Applied Analytics through Case Studies Using SAS and R' by Deepti Gupta
ARCH models in Python
This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information demand proxied by Google's internet search vector index and finds evidence suggesting that an efficient trading strategy stemming from this study can be constructed. This article is aimed at academics from undergraduate level up, and thus will explain all mathematical notations to ensure that there is no confusion and so that anyone - no matter their expertise on the subject - can follow.
A curated list of awesome mathematics resources
Probably the best curated list of data science books in Python
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Bayesian Data Analysis demos for Python
Bayesian Data Analysis demos for R
Source code for 'Beginning C++17' by Ivor Horton and Peter Van Weert
Short tour of parallel and foreach packages, and how to think about scaling data analyses
Capital IQ Data Downloader using Python to drive Excel Plugin
RStudio Cheat Sheets
Computational Methods for Numerical Analysis
IPython Cookbook, Second Edition, by Cyrille Rossant, Packt Publishing 2018
Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg
CVXOPT -- Python Software for Convex Optimization
Python API for DSWS
Functions and a R5 class that allows data to be downloaded and uploaded to the Thomson Reuters Datastream database via the DSWS server
dplyr: A grammar of data manipulation
Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python
R package, scripts and documentation supporting R books by Julian Faraway
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.