Moccazio's Stars
geekcomputers/Python
My Python Examples
KindXiaoming/pykan
Kolmogorov Arnold Networks
naklecha/llama3-from-scratch
llama3 implementation one matrix multiplication at a time
AI4Finance-Foundation/FinRobot
FinRobot: An Open-Source AI Agent Platform for Financial Analysis using LLMs 🚀 🚀 🚀
PacktPublishing/Hands-On-Machine-Learning-for-Algorithmic-Trading
Hands-On Machine Learning for Algorithmic Trading, published by Packt
Finance-Hub/FinanceHub
Resources for Quantitative Finance
letianzj/quanttrader
Backtest and live trading in Python
leftmove/wallstreetlocal
Free and open-source stock tracking website for America's biggest money managers.
chrism2671/PyTrendFollow
PyTrendFollow - systematic futures trading using trend following
federicomariamassari/financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
stefanradev93/BayesFlow
A Python library for amortized Bayesian workflows using generative neural networks.
paulperry/quant
Quantitative Finance and Algorithmic Trading
philippe-ostiguy/PyBacktesting
🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.
Quantreo/2nd-edition-BOOK-AMAZON-Python-for-Finance-and-Algorithmic-Trading
drivendataorg/nbautoexport
Automatically export Jupyter notebooks to various file formats (.py, .html, and more) on save.
dodid/minitrade
A personal automated trading system
hackingthemarkets/FinMem-LLM-StockTrading
FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design
FlorinAndrei/fast_feature_selection
Genetic algorithms and CMA-ES (covariance matrix adaptation evolution strategy) for efficient feature selection
alphaville76/Fundamentals
neilsmurphy/sharadar-download-manager
a Python tool for downloading sharadar data from Quandl.
cecini/zipline-trader
Zipline, a Pythonic Algorithmic Trading Library with broker integration
RobsonGlasscock/Returns_Earnings_Announcements
Python code to merge financial data from earnings announcements with stock price data. Both datasets are from Sharadar and obtained via Quandl's API. The code considers earnings announced on non-trading days prior to the merge and includes a function that takes a reserarcher-specified number of days for the event window to calculate the returns.
hackingthemarkets/use-tools
A simple project for enabling LLM agents to use tools.
alphaville76/AdvfnFundamentals
Download Fundamentals Data
clockworcarry/fin_app_core
Facilitating independent, non-registered analysts to share finance-focused content with their audience. The application will feature tools and financial data for creating visual content, such as screeners, discounted cash flow models, tables comparing company metrics, and watchlists.
amirtvkli1/Portfolio-Optimisation-with-Alpha-Factors
In this project, a statistical risk model using PCA is made. This model will be used to build a portfolio along with 5 alpha factors. When the factors are created, then they will be evaluated using factor-weighted returns, quantile analysis, sharpe ratio, and turnover analysis. At the end of the project, the portfolio will be optimised using the risk model and factors using multiple optimization formulations. For the dataset, we'll be using the end of day from Quotemedia and sector data from Sharadar.
benisbuzz/sharadar-stock-analysis
Using SHARADAR package with nasdaq datalink to conduct fundamental analysis
gfredtech/ai-trading-nanodegree
Artificial Intelligence For Trading
khaoula/Combine-signals-for-enhanced-alpha
In this project, you'll combine signals on a random forest for enhanced alpha. While implementing this, you'll have to solve the problem of overlapping samples. For the dataset, we'll be using the end of day from Quotemedia and sector data from Sharadar.
Moccazio/financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.