Pinned Repositories
alphalens
Performance analysis of predictive (alpha) stock factors
arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
binance-lob-recorder
Binance Limit Order Book Recorder
deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
dowhy
DoWhy is a Python library for causal inference
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics)
finance_ml
Advances in Financial Machine Learning
fingraph
Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
gs-quantitative-strategies-research-notes
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
filoluc98's Repositories
filoluc98/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
filoluc98/sktime
A unified framework for machine learning with time series
filoluc98/dowhy
DoWhy is a Python library for causal inference
filoluc98/EconML
ALICE (Automated Learning and Intelligence for Causation and Economics)
filoluc98/sherlock
🔎 Hunt down social media accounts by username across social networks
filoluc98/simulator
Tool to support backtests
filoluc98/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
filoluc98/Voyager
An Open-Ended Embodied Agent with Large Language Models
filoluc98/shap
A game theoretic approach to explain the output of any machine learning model.
filoluc98/deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
filoluc98/KFAS
KFAS: R Package for Exponential Family State Space Models
filoluc98/fingraph
Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
filoluc98/bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
filoluc98/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.
filoluc98/alphalens
Performance analysis of predictive (alpha) stock factors
filoluc98/finance_ml
Advances in Financial Machine Learning
filoluc98/pybitEV
Python3 Asyncio API connector for Bybit's HTTP and Websockets APIs.
filoluc98/universal-portfolios
Collection of algorithms for online portfolio selection
filoluc98/spectralGraphTopology
filoluc98/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
filoluc98/tseries-patterns
trend / momentum and other patterns in financial timeseries
filoluc98/gs-quantitative-strategies-research-notes
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
filoluc98/binance-lob-recorder
Binance Limit Order Book Recorder
filoluc98/Machine-Learning-for-Asset-Managers
Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
filoluc98/Optimal-Portfolio-Transactions
We consider the execution of portfolio transactions with the aim of minimizing a combination of risk and transaction costs arising from permanent and temporary market impact. As an example, assume that you have a certain number of stocks that you want to sell within a given time frame. If you place this sell order directly to the market as it is, t