esvhd

Pinned Repositories

bondidx
Bond index etc
Language:Python10
cvxportfolio
Portfolio optimization and simulation in Python
Language:Python1 1 00
drivetools
Python tools for Google Drive
Language:Python1 2 00
finBERT
Financial Sentiment Analysis with BERT
Language:Jupyter Notebook1 1 00
FractionalDiff
Experiments with fractional differencing
Language:Python1 2 00
fredapi
Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)
Language:Python10
johansen
Python implementation of the Johansen test for cointegration
Language:Jupyter Notebook10
mpo
Multi-Period Optimisation
Language:Python1 2 00
pypbo
Probability of Backtest Overfitting in Python
Language:Python114 10 737
pytorch_notebooks
tutorial notebooks
Language:Jupyter Notebook1 2 00

esvhd's Repositories

esvhd/pypbo
Probability of Backtest Overfitting in Python
Language:Python114 10 737
esvhd/bondidx
Bond index etc
Language:Python10
esvhd/cvxportfolio
Portfolio optimization and simulation in Python
Language:Python1 1 00
esvhd/finBERT
Financial Sentiment Analysis with BERT
Language:Jupyter Notebook1 1 00
esvhd/FractionalDiff
Experiments with fractional differencing
Language:Python1 2 00
esvhd/mpo
Multi-Period Optimisation
Language:Python1 2 00
esvhd/rank_eval
⚡️ Blazing fast ranking evaluation metrics with Python and Numba 🐍
Language:Python1 1 00
esvhd/annotated-transformer
http://nlp.seas.harvard.edu/2018/04/03/attention.html
Language:Jupyter Notebook2 0
esvhd/awd-lstm-lm
LSTM and QRNN Language Model Toolkit for PyTorch
Language:Python
esvhd/dabl
Data Analysis Baseline Library
esvhd/dynamic-evaluation
Dynamic evaluation for pytorch language models, now includes hyperparameter tuning
Language:Python
esvhd/esvhd.github.io
Language:HTML
esvhd/former
Simple transformer implementation from scratch in pytorch.
Language:Python
esvhd/kids
Notebooks for kids
Language:Jupyter Notebook2 0
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.
Language:Python1 01
esvhd/mlstack
Machine learning code
Language:Python2 0
esvhd/notes
Various study notes
Language:HTML2 2
esvhd/openedgar
OpenEDGAR (openedgar.io)
Language:Python1 0
esvhd/pyhistdata
Python parsers for pyhistdata using Pandas
Language:Python
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
Language:Python
esvhd/pytorch_play
pytorch playground
Language:Python
esvhd/Rfredmd
FRED-MD preprocessing scripts
Language:R1
esvhd/scikit-learn
scikit-learn: machine learning in Python
Language:Python
esvhd/shared
Public code
Language:Python
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
Language:Python2 0
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).