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1701-gefcom

Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting

30daychartchallenge

Code for 30DayChartChallenge

30daychartchallenge_collection2021

Collection of contributions to and resources for the first #30DayChartChallenge in April 2021

5-3-factors-fama-french-model

CAPM, 3FF and 5FF model of Russia, China and USA

active-portfolio-management-notes

Notes for Active Portfolio Management, by Grinold and Kahn

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

ai-for-trading

Udacity Nanodegree sponsored by WorldQuant

ai-stockpredictor

Using machine learning methods trying to predict stock market on short and long term.

algorithmic-trading-project

Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returns. The respective factors are used as features in a Machine Learning model and portfolio results are evaluated and compared.

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

algorithmic_trading_book

2 books and related source codes for algorithmic trading.

algorithmic_trading_machine_learning

algotradingplatform_beta

After working at an Investment bank in technology and automations for over two years I've decided that a substantial project that could demonstrate my merit and expertise as well as grow my skillset would be to take what I've learned and build a full, front to back, STP, trading platform. Please see the README file for more info. Please note that the boiler plate for the first iteration will leverage Michael Hall-Moore Book "Successful Algorithmic Trading". I strongly recommend reading the book, none of the repo itself makes an actual profitable trading system but more goes through the pieces involved and nuances with each.

all-seasons-fund-part-2

alphalens

Performance analysis of predictive (alpha) stock factors

alphapy

Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost

ams-2013-2014-solar-energy

anadolu-hayat-emeklilik-datathon

Anadolu Hayat Emeklilik Datathon - Coderspace

anomaly-detection-resources

Anomaly detection related books, papers, videos, and toolboxes

apache-airflow-sample

Apache Airflow Sample

ashrae-great-energy-predictor-3-solution-analysis

Analysis of top give winning solutions of the ASHRAE Great Energy Predictor III competition

asset-management-with-ml-assignment

asset-pricing

Python script that generates various asset pricing models (CAPM, Fama-French 3-factor & Fama-French 5-factor) for a given stock.

asset-pricing-series

Asset Pricing projects both traditional and Deep Learning approaches

asset-pricing-thesis

asset-pricing-via-ml

Empirical asset pricing via Machine Learning in the Korean market

assetpricingml

Codes for Empirical Stock Analysis: A comparative Analyses between CAPM and Machine Learning Algorithms

auto_ts

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.

automated-fundamental-analysis

Python program that rates stocks out of 100 based on valuation, profitability, growth, and price performance metrics, relative to the company's sector.

awesome-ai-infrastructures

Infrastructures™ for Machine Learning Training/Inference in Production.