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adv_fin_ml_exercises

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

algorithmic-trading-with-python

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

certificates

dmls-book

Summaries and resources for Designing Machine Learning Systems book (Chip Huyen, O'Reilly 2022)

fin-ml

This github repository contains the code to the case studies in the O'Reilly book Machine Learning and Data Science Blueprints for Finance

getting-started-with-amazon-redshift-data-api

Samples to help you get started with the Amazon Redshift Data API

headlesschrome

Containerized Headless Chrome Automation

kaggle_work

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

martinr-l

martinr-l.github.io

mistree

A python package for constructing and analysing minimum spanning trees.

n-beats

Keras/Pytorch implementation of N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.

notebooks

prado-aml

Exercises from Advances in Financial Machine Learning

precon

Functions for price index economics.

price_indice_util

Calculate Bilateral and Multilateral Price Index Methods in Python (with Pandas and PySpark)

projects

pyrmt

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

research

Notebooks based on financial machine learning.

rmt4ml

Matlab Notebook for visualizing random matrix theory results and their applications to machine learning

rmt4rfm

A Random Matrix Approach for Random Feature Maps