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epat-notebooks-csvk

Notebooks from the Quantinsti EPAT program

esg_risk_parity_by_sjufan84

Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.

factors_by_0xcutesocks

issa useless copy pasta, use them at ur own risk

fast_combinatorial_cv

Fast Combinatorial Cross Validation

feature-engineering-and-feature-selection

A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.

fin-ml_by_tatsath

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

finance-scripts

finance_ml

Advances in Financial Machine Learning

financeml

Finance ML Implementation

financeml2

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

financialvision

FinancialVision

finoptions-dev

finrl_crypto_cpcv_pbo

An open-source framework for reduction of overfitting of DRL agents in Finance

finrl_imitation_learning_by_ai4finance

flowrisk

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

fml_lib

Python library for data analysis in algorithmic tradings

fractional-differentiation-time-series

As described in Advances of Machine Learning by Marcos Prado.

fsi-samples

A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.

fxcm_currency

Using Machine Learning for live currency trading

g-rcp2

Vehicle Physics Engine for Godot

ga-efficient-frontier

An evolutionary algorithm (EA) capable of maximizing the sharpe ration for a given universe of 70.000 funds.

gamma-ray

High frequency trading bot for crypto currencies

gardener_fiber_jobsys

Fiber Based Job System

genetic-alpha_hq

A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

har-rv

A python-based implementation of the HAR model to forecast realized volatility on SPY.

hello-60-40

60/40 portfolio through the proxy indices

hello-cpp-tensors-dataframes