J6k6

J6k6's Stars

• skfolio/skfolio

  Python library for portfolio optimization built on top of scikit-learn

  Language:Python1.3k114

• dcajasn/Riskfolio-Lib

  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

  Language:C++3.1k530

• txjohnny5/Tom-Demark-Indicator

  Financial charting with Tom DeMark indicator overlay

  Language:Python4221

• rolling-panda-san/notebooks

  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

  Language:Jupyter Notebook51186

• quantopian/pyfolio

  Portfolio and risk analytics in Python

  Language:Jupyter Notebook5.8k1.8k

• pjrowe/Economic-Regime-analysis-and-Factor-Models

  Python code and market data for economic regime analysis

  Language:Jupyter Notebook52

• abirSCU/SapiatDataAnalysis

  Determine Asset allocation Strategy(S&P 500, USA T-Bond, US Forex and Gold Price) in various Market Regimes(Recession, Expansion, Mild Recession and Mild Expansion)determined by macro economic factors(US GDP, US Inflation, US Unemployment Rate) User Markov-Switching Vector Autoregressive Processes, Optimal Portfolios and the Efficient Frontier, Multi Variate GARCH Model, Gradientbooster and Linear Regression.

  Language:Jupyter Notebook53

• SpencerLuck/Regime-Analysis

  Time series regime analysis in python

  Language:Jupyter Notebook137

• realmistic/PythonInvest-basic-fin-analysis

  Set of notebooks for a basic financial analysis for stocks investing with Python

  Language:Jupyter Notebook6417

• DanielPNewman/all-weather-risk-parity

  create all-weather risk parity weights and back-test

  Language:Python2713

• robcarver17/pysystemtrade

  Systematic Trading in python

  Language:Python2.7k846

• thlemercier/Wifey-Miro

  11341

• ossu/computer-science

  🎓 Path to a free self-taught education in Computer Science!

  174k22k

• EliteQuant/EliteQuant

  A list of online resources for quantitative modeling, trading, portfolio management

  3.1k584

• wilsonfreitas/awesome-quant

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

  Language:Python18.7k2.7k

• r0f1/datascience

  Curated list of Python resources for data science.

  4.3k693

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python5.1k888

• hudson-and-thames/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.

  Language:Python4k1.2k

• firmai/machine-learning-asset-management

  Machine Learning in Asset Management (by @firmai)

  Language:Jupyter Notebook1.7k458

• Experience-Monks/math-as-code

  a cheat-sheet for mathematical notation in code form

  15.1k1.1k