ARahimiQuant

Quant Research & Development | Financial Data Science

Quant Factor

Pinned Repositories

finpy-tse
A Python Package to Access Tehran Stock Exchange Historical and Real-Time Data
Language:Python74 6 1512
finpy-tse-example-notebook
A Python Module to Access Tehran Stock Exchange Historical and Real-Time Data
Language:Jupyter Notebook18 3 03
forecasting-economic-and-market-regimes
Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.
Language:Jupyter Notebook9 3 00
lead-lag-portfolios
Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic portfolio construction.
Language:Jupyter Notebook10 2 02
pyfedwatch
Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.
Language:Jupyter Notebook21 2 27

ARahimiQuant/finpy-tse
A Python Package to Access Tehran Stock Exchange Historical and Real-Time Data
Language:Python74 6 1512
ARahimiQuant/pyfedwatch
Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.
Language:Jupyter Notebook21 2 27
ARahimiQuant/finpy-tse-example-notebook
A Python Module to Access Tehran Stock Exchange Historical and Real-Time Data
Language:Jupyter Notebook18 3 03
ARahimiQuant/lead-lag-portfolios
Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic portfolio construction.
Language:Jupyter Notebook10 2 02
ARahimiQuant/forecasting-economic-and-market-regimes
Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.
Language:Jupyter Notebook9 3 00