Pinned Repositories
bondidx
Bond index etc
cvxportfolio
Portfolio optimization and simulation in Python
drivetools
Python tools for Google Drive
finBERT
Financial Sentiment Analysis with BERT
FractionalDiff
Experiments with fractional differencing
fredapi
Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)
johansen
Python implementation of the Johansen test for cointegration
mpo
Multi-Period Optimisation
pypbo
Probability of Backtest Overfitting in Python
pytorch_notebooks
tutorial notebooks
esvhd's Repositories
esvhd/pypbo
Probability of Backtest Overfitting in Python
esvhd/bondidx
Bond index etc
esvhd/cvxportfolio
Portfolio optimization and simulation in Python
esvhd/finBERT
Financial Sentiment Analysis with BERT
esvhd/FractionalDiff
Experiments with fractional differencing
esvhd/mpo
Multi-Period Optimisation
esvhd/rank_eval
⚡️ Blazing fast ranking evaluation metrics with Python and Numba 🐍
esvhd/annotated-transformer
http://nlp.seas.harvard.edu/2018/04/03/attention.html
esvhd/awd-lstm-lm
LSTM and QRNN Language Model Toolkit for PyTorch
esvhd/dabl
Data Analysis Baseline Library
esvhd/dynamic-evaluation
Dynamic evaluation for pytorch language models, now includes hyperparameter tuning
esvhd/esvhd.github.io
esvhd/former
Simple transformer implementation from scratch in pytorch.
esvhd/kids
Notebooks for kids
esvhd/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
esvhd/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
esvhd/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.
esvhd/mlstack
Machine learning code
esvhd/notes
Various study notes
esvhd/openedgar
OpenEDGAR (openedgar.io)
esvhd/pyhistdata
Python parsers for pyhistdata using Pandas
esvhd/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
esvhd/python-edgar
Download the SEC fillings index from EDGAR since 1993
esvhd/pytorch_play
pytorch playground
esvhd/Rfredmd
FRED-MD preprocessing scripts
esvhd/scikit-learn
scikit-learn: machine learning in Python
esvhd/shared
Public code
esvhd/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
esvhd/TCN
Sequence modeling benchmarks and temporal convolutional networks
esvhd/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).