genesobolev

alphalens

Performance analysis of predictive (alpha) stock factors

antropy

AntroPy: entropy and complexity of (EEG) time-series in Python

Computational-Finance

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

numpy-financial

Standalone package of the NumPy financial functions

pyextremes

Extreme Value Analysis (EVA) in Python

pyfolio

Portfolio and risk analytics in Python

PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

research_public

Quantitative research and educational materials

Time-Series-Analysis

code and data for the time series analysis vids on my YouTube channel

genesobolev/pyfolio

Portfolio and risk analytics in Python

genesobolev/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

genesobolev/alphalens

Performance analysis of predictive (alpha) stock factors

genesobolev/antropy

AntroPy: entropy and complexity of (EEG) time-series in Python

genesobolev/Computational-Finance

genesobolev/machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

genesobolev/numpy-financial

Standalone package of the NumPy financial functions

genesobolev/pyextremes

Extreme Value Analysis (EVA) in Python

genesobolev/research_public

Quantitative research and educational materials

genesobolev/Time-Series-Analysis

code and data for the time series analysis vids on my YouTube channel

genesobolev/riskparity.py

Fast and scalable design of risk parity portfolios

genesobolev/stress-testing-with-jupyter

Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.

genesobolev/swr

Safe withdrawal rate using flexible investing and withdrawal schedules and optimizers

genesobolev/zipline

Zipline, a Pythonic Algorithmic Trading Library