electribe15

electribe15's Stars

• goldmansachs/gs-quant

  Python toolkit for quantitative finance

  Language:Jupyter Notebook7.6k15130927

• cvxpy/cvxpy

  A Python-embedded modeling language for convex optimization problems.

  Language:C++5.3k1231.5k1.1k

• deepchecks/deepchecks

  Deepchecks: Tests for Continuous Validation of ML Models & Data. Deepchecks is a holistic open-source solution for all of your AI & ML validation needs, enabling to thoroughly test your data and models from research to production.

  Language:Python3.6k20974250

• Arize-ai/phoenix

  AI Observability & Evaluation

  Language:Jupyter Notebook3.5k292.3k262

• nautechsystems/nautilus_trader

  A high-performance algorithmic trading platform and event-driven backtester

  Language:Python2k63548459

• wangzhe3224/awesome-systematic-trading

  A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, and more | 量化交易 | 量化投资

  Language:HTML2k553262

• patchy631/machine-learning

  Language:Jupyter Notebook1.3k384260

• LastAncientOne/Deep_Learning_Machine_Learning_Stock

  Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

  Language:Jupyter Notebook1.2k356314

• rsvp/fecon235

  Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  Language:Jupyter Notebook1.1k728331

• LongOnly/Quantitative-Notebooks

  Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

  Language:Jupyter Notebook1k290181

• saeed349/Microservices-Based-Algorithmic-Trading-System

  MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning based algorithms.

  Language:Python4432510138

• MarcosCarreira/DermanPapers

  Notebooks that replicate original quantitative finance papers from Emanuel Derman

  Language:Jupyter Notebook39214057

• robcarver17/systematictradingexamples

  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

  Language:Python354322124

• robcarver17/pysystemtrade_examples

  Examples using pysystemtrade for my blog qoppac.blogspot.com

  Language:Python18715167

• sanjeevai/multi-factor-model

  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.

  Language:Jupyter Notebook1197136

• viniesposito/py-mlfactor

  Rewriting the code in "Machine Learning for Factor Investing" in Python

  Language:Jupyter Notebook782024

• OpenSourceEcon/CompMethods

  "Computational Methods for Economists using Python", by Richard W. Evans. Tutorials and executable code in Python for the most commonly used computational methods in economics.

  Language:Python761012

• bernardcheng/tos_options_dashboard

  Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)

  Language:Python655521

• hudson-and-thames/SecondBrain

  Language:JavaScript43201

• mrtkp9993/QuantitaveFinanceExamplesPy

  Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL UYARI - Yatırım tavsiyesi değildir).

  Language:Jupyter Notebook43428

• odenipinedo/Python

  Language:Jupyter Notebook301013

• jihyeonseong/ESG-AI-investment-by-streamlit

  ESG-investment AI

  Language:Jupyter Notebook26106

• qlero/vix_index_modelization

  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

  Language:Jupyter Notebook210113

• rafa-rod/vartests

  Statistical tests for Value at Risk (VaR) Models.

  Language:Python14127

• edgetrader/stock-selection-with-machine-learning

  Portfolio management using automated stock selection through the use of Machine Learning techniques

  Language:Jupyter Notebook73

• ekuo651/Machine-Learning-for-Stock-Selection

  Language:Jupyter Notebook71

• gardnmi/prophet

  Forecasting Stock Perfomance with Prophet

  Language:Jupyter Notebook7102

• mxchinegod/digits

  DigitsUI is a highly configurable and ML-leveraged quantitative analysis platform for options traders and aspiring market makers 😉

  Language:TypeScript7324

• BULAHIA/Pricing_Options_ML

  Language:Jupyter Notebook2

• MuazChowdhury/Repairing-Abritrage-via-Linear-Programming

  This project is a coursework that was completed for the module 'Selected Topics in Quantitative Finance' on the MSc Mathematics and Finance program at Imperial College London. We reviewed, summarised and produced our own code to reproduce the results of the paper 'Detecting and repairing arbitrage in traded option prices'.

  Language:Jupyter Notebook2