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notebooks

Ipython notebooks on various topics

numerapi

Python API and command line interface for the numer.ai machine learning competition

orderbook-dynamics

Modeling high-frequency limit order book dynamics with support vector machines

pattern_recognition

Repository of notes, code and notebooks in Python for the book Pattern Recognition and Machine Learning by Christopher Bishop

pceptg-mm-nufft

Patrick Chang's Masters project supervised by Tim Gebbie and Etienne Pienaar working on a Non-Uniform Fast Fourier Transform for the Malliavin-Mancino estimator.

pepredictor

The project parsed through a data file containing 70 fundamental / momentum attributes (Returns, Volatility, RSI etc) for ~2200 US Equity Tickers and use KNN algorithm to find the nearest neighbor for a given stock and determines its Predicted fundamental ratios (P/E, P/B and P/S). Also generated a 95% confidence range for price using yearly volatility of the equity. Later improvements, as a part of the Data Science capstone project @ General Assembly, took advantage of the Pandas and Gradient Boosted Regression Techniques from Scikit learn.

pinkfish

A backtester and spreadsheet library for security analysis.

portfoliomanager

An application to automatically buy and sell stocks on a day to day basis.

probabilistic-ml-for-finance-and-investing

Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

pyalgotrade-cn

pyalgotrade tailored for Chinese stock market

pybacktester

A simple python trade backtesting tool

pylimitorderbook

Limit Order Book Implemented in Python

pytaaa

Tactical Asset Allocation Advisor

python-for-finance-cookbook

Repository of Python for Finance Cookbook, published by Packt

python-patterns

A collection of design patterns/idioms in Python

pythonanalytics

This is as a repository for me to keep my Kaggle and Practice with iPython Notebook

pythondatasciencehandbook

Jupyter Notebooks for the Python Data Science Handbook

pythongo

Python初学者的实践

pythonquantitativefinance

专注于分享Python在金融领域的应用，欢迎关注微信公众号: Python金融量化 （id：tkfy920）

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

qlib_tutorial

qtpylib

QTPyLib, Pythonic Algorithmic Trading

quant

quant-finance-lectures

Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.

quantsplaybook

量化研究-券商金工研报复现

q_wind

kdb+/q interface library for Wind Quant API.

rebalance

Python code to aid in Exchange-Traded Funds (ETFs) portfolio rebalancing

research

Notebooks based on financial machine learning.

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

riskparity.py

Fast and scalable construction of risk parity portfolios