codlaug's Stars
statsmodels/statsmodels
Statsmodels: statistical modeling and econometrics in Python
sanjeevai/smart-beta-portfolio-optimization
Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic programming to optimize the weights..
jamesdellinger/ai_for_trading_nanodegree_smart_beta_and_portfolio_optimization_project
Building a smart beta portfolio. For Udacity's AI for Trading Nanodegree.
quantopian/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.
quantopian/pyfolio
Portfolio and risk analytics in Python
quantopian/alphalens
Performance analysis of predictive (alpha) stock factors
jerryxyx/AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
ALFarch/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.
bashtage/arch
ARCH models in Python
dpguthrie/yahooquery
Python wrapper for an unofficial Yahoo Finance API
darwinex/quant-research-env
This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research content published by the Alpha Team.
darwinex/DarwinexLabs
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
harveybc/gym-fx
Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV file containing rates and indicators. Work In Progress
scrapy/scrapy
Scrapy, a fast high-level web crawling & scraping framework for Python.
hjones20/fundamental-analysis
Screen stocks on fundamentals and estimate their intrinsic value
kennedyCzar/STOCK-RETURN-PREDICTION-USING-KNN-SVM-GUASSIAN-PROCESS-ADABOOST-TREE-REGRESSION-AND-QDA
Forecast stock prices using machine learning approach. A time series analysis. Employ the Use of Predictive Modeling in Machine Learning to Forecast Stock Return. Approach Used by Hedge Funds to Select Tradeable Stocks
firmai/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
mariostoev/finviz
Unofficial API for finviz.com
caiobran/mstables
MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyter notebook for examples)
alpacahq/example-portfolio-manager
Simple portfolio management script in python
alpacahq/Momentum-Trading-Example
An example algorithm for a momentum-based day trading strategy.
ranaroussi/yfinance
Download market data from Yahoo! Finance's API
ngloe/olpsR
Functions and algorithms for On-line Portfolio Selection with R
pmorissette/bt
bt - flexible backtesting for Python
tensortrade-org/tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
notadamking/RLTrader
A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
ucaiado/QLearning_Trading
Learning to trade under the reinforcement learning framework
golsun/deep-RL-trading
playing idealized trading games with deep reinforcement learning
erykml/medium_articles
Scripts/Notebooks used for my articles published on Medium
williamgilpin/portbalance
Determine optimal rebalancing of a passive stock portfolio.