apecoder

Financial Engineering

Xiamen

Pinned Repositories

alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 0 00
bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
Language:Python0 0 00
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
Language:Python0 0 00
pyfolio
Portfolio and risk analytics in Python
Language:Jupyter Notebook0 0 00
tinyraytracer
A brief computer graphics / rendering course
Language:C++00
zipline
Zipline, a Pythonic Algorithmic Trading Library
Language:Python0 0 00

apecoder's Repositories

apecoder/alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 0 00
apecoder/bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
Language:Python0 0 00
apecoder/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
Language:Python0 0 00
apecoder/pyfolio
Portfolio and risk analytics in Python
Language:Jupyter Notebook0 0 00
apecoder/tinyraytracer
A brief computer graphics / rendering course
Language:C++00
apecoder/zipline
Zipline, a Pythonic Algorithmic Trading Library
Language:Python0 0 00