MartinR-L

Adv_Fin_ML_Exercises

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

algorithmic-trading-with-python

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

Certificates

dmls-book

Summaries and resources for Designing Machine Learning Systems book (Chip Huyen, O'Reilly 2022)

fin-ml

This github repository contains the code to the case studies in the O'Reilly book Machine Learning and Data Science Blueprints for Finance

getting-started-with-amazon-redshift-data-api

Samples to help you get started with the Amazon Redshift Data API

HeadlessChrome

Containerized Headless Chrome Automation

MartinR-L

MartinR-L.github.io

research

Notebooks based on financial machine learning.

MartinR-L/research

Notebooks based on financial machine learning.

MartinR-L/Adv_Fin_ML_Exercises

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

MartinR-L/algorithmic-trading-with-python

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

MartinR-L/Certificates

MartinR-L/dmls-book

Summaries and resources for Designing Machine Learning Systems book (Chip Huyen, O'Reilly 2022)

MartinR-L/fin-ml

This github repository contains the code to the case studies in the O'Reilly book Machine Learning and Data Science Blueprints for Finance

MartinR-L/getting-started-with-amazon-redshift-data-api

Samples to help you get started with the Amazon Redshift Data API

MartinR-L/HeadlessChrome

Containerized Headless Chrome Automation

MartinR-L/MartinR-L

MartinR-L/MartinR-L.github.io

MartinR-L/kaggle_work

MartinR-L/Machine-Learning-for-Asset-Managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

MartinR-L/machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

MartinR-L/mistree

A python package for constructing and analysing minimum spanning trees.

MartinR-L/n-beats

Keras/Pytorch implementation of N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.

MartinR-L/Notebooks

MartinR-L/prado-AML

Exercises from Advances in Financial Machine Learning

MartinR-L/precon

Functions for price index economics.

MartinR-L/price_indice_util

Calculate Bilateral and Multilateral Price Index Methods in Python (with Pandas and PySpark)

MartinR-L/Projects

MartinR-L/pyRMT

Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization

MartinR-L/RMT4ML

Matlab Notebook for visualizing random matrix theory results and their applications to machine learning

MartinR-L/RMT4RFM

A Random Matrix Approach for Random Feature Maps