bwuebben
Systematic Investing, Machine Learning, Mathematics, Computer Science, Asset Pricing Theory, Portfolio Management
AllianceBernsteinNew York City
Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
advances_in_financial_machine_learning
I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.
allRank
allRank is a framework for training learning-to-rank neural models based on PyTorch.
alphalens
Performance analysis of predictive (alpha) stock factors
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
bitcoin
Bitcoin Core integration/staging tree
bitcoinbook
Mastering Bitcoin 2nd Edition - Programming the Open Blockchain
black_litterman
Implementation of the Black-Litterman model for incorporating beliefs about the market into portfolio weight allocation
BOOK-Mastering-Pandas-for-Finance
Code from my progress through the book Mastering Pandas for Finance
bulbea
:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
bwuebben's Repositories
bwuebben/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
bwuebben/advances_in_financial_machine_learning
I tried to solve the questions in 'Advances in Financial Machine Learning' by Lopez de Prado. Many are cloned from other gits.
bwuebben/allRank
allRank is a framework for training learning-to-rank neural models based on PyTorch.
bwuebben/capstone_project
capstone project with Professor Gordon Ritter _ Black Litterman
bwuebben/datacamp-python-data-science-track
All the slides, accompanying code and exercises all stored in this repo. 🎈
bwuebben/Deep_Learning_Asset_Pricing
bwuebben/DeepLearningInAssetPricingOriginalNotebooks
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
bwuebben/dlsa-public
Deep Learning Statistical Arbitrage
bwuebben/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
bwuebben/FE-800
Robo Advisor with Black-Litterman
bwuebben/finance_ml
Advances in Financial Machine Learning
bwuebben/hardPredictions
A library in Python for time series prediction
bwuebben/kafka-connect-transform-fix
Kafka Connect Transformation for reading FIX messages.
bwuebben/mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
bwuebben/NLP-Stock-Prediction
bwuebben/order-book-simulation
order book simulation with Kafka, Streamlit & MLOps tools
bwuebben/pandas_exercises
Practice your pandas skills!
bwuebben/podcast
bwuebben/pyglmnet
Python implementation of elastic-net regularized generalized linear models
bwuebben/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and experimental methods.
bwuebben/Python
NLP Earnings Calls and lots of NLP Papers
bwuebben/python-edgar
Download the SEC fillings index from EDGAR since 1993
bwuebben/Python_HRP_Quantopian
Code from: https://www.quantopian.com/posts/hierarchical-risk-parity-comparing-various-portfolio-diversification-techniques
bwuebben/research
Contains all the Jupyter Notebooks used in our research
bwuebben/sec-edgar
Download all companies periodic reports, filings and forms from EDGAR database.
bwuebben/SparseGroupLasso
bwuebben/streaming-data
Visualize Kafka stream's data on Fusion chart in real time
bwuebben/tcapy
Open source TCA (transaction cost analysis) Python library for FX spot
bwuebben/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
bwuebben/Transformer-Time-Series-Forecasting