Roarke McNaught's Projects
A python library for Bayesian time series modeling
Open source time series library for Python
Python client libraries for ISO and other power grid data sources.
Python implementation of Multivariate Singular Spectrum Analysis (MSSA)
A collection of design patterns/idioms in Python
Implementations of Leading Algorithms in Quantitative Finance
A community based Python library for quantitative economics
Scala Quantitative Finance Library
Notebooks based on financial machine learning.
PyMC3 educational resources
Statistical Rethinking (2nd ed.) with NumPyro
Config files for my GitHub profile.
Sample module for Python-Guide.org.
A sample project that exists for PyPUG's "Tutorial on Packaging and Distributing Projects"
Python routines for Monte Carlo integration
SdePy: Numerical Integration of Ito Stochastic Differential Equations
Settings for various stuff
Quantnet: SFE quantlets
A scikit-learn compatible Python toolbox for learning with time series data
VIP cheatsheets for Stanford's CS 229 Machine Learning
Statistical learning and inference algorithms implemented in Python 3
Generate realizations of stochastic processes in python.
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
A robust, efficient and modular library for general-purpose probabilistic programming
Collection of algorithms for online portfolio selection