tht18 Goto Github PK

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

afe2020

Advanced Financial Econometrics - Trinity Term 2020

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

analyst-training

Training for Kx Analyst

applied-analytics-case-studies-sas-r

Source Code for 'Applied Analytics through Case Studies Using SAS and R' by Deepti Gupta

arch

ARCH models in Python

article.datastream.r.informationdemandandstockreturnpredictability

This article addresses well established return forecasting challenges via frameworks that focus on the sign of the change in asset index excess returns using a family of GARCH models. It investigates them in the literature's original S&P 500 index to study the predictive power of information demand proxied by Google's internet search vector index and finds evidence suggesting that an efficient trading strategy stemming from this study can be constructed. This article is aimed at academics from undergraduate level up, and thus will explain all mathematical notations to ensure that there is no confusion and so that anyone - no matter their expertise on the subject - can follow.

awesome-math

A curated list of awesome mathematics resources

awesome-python-data-science-books

Probably the best curated list of data science books in Python

awesome-quant

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

bda_py_demos

Bayesian Data Analysis demos for Python

bda_r_demos

Bayesian Data Analysis demos for R

beg-cplusplus17

Source code for 'Beginning C++17' by Ivor Horton and Peter Van Weert

beyond-single-core-r

Short tour of parallel and foreach packages, and how to think about scaling data analyses

books

capiq-excel-downloader-py

Capital IQ Data Downloader using Python to drive Excel Plugin

cheatsheets

RStudio Cheat Sheets

cmna-pkg

Computational Methods for Numerical Analysis

code_snippets

cookbook-2nd

IPython Cookbook, Second Edition, by Cyrille Rossant, Packt Publishing 2018

cpsc540project

Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg

cvxopt

CVXOPT -- Python Software for Convex Optimization

datastream

Python API for DSWS

datastreamdsws2r

Functions and a R5 class that allows data to be downloaded and uploaded to the Thomson Reuters Datastream database via the DSWS server

dplyr

dplyr: A grammar of data manipulation

eikonapir

eikondataapi

example.datalibrary.python

Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python

examples.rdplibrary.python.newsanalyticswebinar2021

faraway

R package, scripts and documentation supporting R books by Julian Faraway