maxclchen,github

dynamic-conditional-correlation

Garch Dynamic conditional correlation model estimation

Filters (kalman, hodrick-prescott, moving average) together with comparison and sensitivity analysis (in notebook filters_with_parameters)+var analysis and granger causality test useful for commodity markets. Test for random walk (CE currencies using yfinance API)

econometrics_with_r

R을 이용한 경제 시계열 데이터 분석 / GARCH, Legendre models

empyrial

Portfolio Management Framework for risk and performance analysis 投资组合管理

ep-chan-book-algo-trading

Recreate EP Chan algo trading book strategies

equity-risk-model

Attribution and optimisation using a multi-factor equity risk model.

equity-statistical-arbitrage

event_driven_framework_for_backtesting

It is suitable for beginners

expectedreturns

factoranalytics

fang-stock-prediction

fastquant

fastquant — Backtest and optimize your trading strategies with only 3 lines of code!

fbdqa-2019a

金融大数据量化分析

fe-621-homework

fe621 is a Python library that provides functionality for lattice based derivative pricing models, exotic option picing, Monte Carlo simulations, numerical differentiation and integration, and optimization.

fe690_capstone

filib

Factor Investing Library

fin-econ-project-bitcoin

fin4719-project-1

Sleep Wellth is a financial product that offers passive and active investment opportunities to inexperienced investors.

final_year_project

This is our undergraduate final year project Stock Prediction Based On Deep Learning And Its Application In Pairs Trading(an interdisciplinary project from data science and financial mathematics)