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awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

blogcomments

clustering-in-python

Clustering methods in Machine Learning includes both theory and python code of each algorithm. Algorithms include K Mean, K Mode, Hierarchical, DB Scan and Gaussian Mixture Model GMM. Interview questions on clustering are also added in the end.

cryptobot_ripple_wp

Ripple coin trading bot as described in my blog

ddfm

Deep Dynamic Factor Models

fred_forecasting_final

fx_strategies

Public repo holding our projects: systematic models on financial markets

generative-opt

Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization

handson-ml

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.

looper

A resource list for causality in statistics, data science and physics

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

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.

medium_notebook

Repository containing notebooks of my posts on Medium

mlfinlab

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mortgage

Python mortgage amortization calculations

policy_cnfctls

Using policy shocks to construct systematic policy rule counterfactuals

practical-time-series-in-python

Practical guidance for time series analysis in Python

pyaec

simple and efficient python implemention of a series of adaptive filters. including time domain adaptive filters(lms、nlms、rls、ap、kalman)、nonlinear adaptive filters(volterra filter、functional link adaptive filters)、frequency domain adaptive filters(frequency domain adaptive filter、frequency domain kalman filter) for acoustic echo cancellation.

replication-hasenzagl-et-al-2020

Replication code for "A Model of the Fed's View on Inflation".

thequanteconomist

Source code for my personnal Blog:

tsa-notebooks

Jupyter notebooks on time series econometrics topics.

zgrouping

Local Grouping for Time Series