Pinned Repositories
ag-grid
The best JavaScript Data Table for building Enterprise Applications. Supports React / Angular / Vue / Plain JavaScript.
arch
ARCH models in Python
arp
Auto Refresh Plus with all tracking and malware removed!
AsyncEx
A helper library for async/await.
Beanconqueror
An open source project for coffee enthusiasts.
CalculatedProperties
Easy-to-use calculated properties for MVVM apps
CS230
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
feature-selector
Feature selector is a tool for dimensionality reduction of machine learning datasets
filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
jbtheming's Repositories
jbtheming/filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
jbtheming/ag-grid
The best JavaScript Data Table for building Enterprise Applications. Supports React / Angular / Vue / Plain JavaScript.
jbtheming/arch
ARCH models in Python
jbtheming/arp
Auto Refresh Plus with all tracking and malware removed!
jbtheming/AsyncEx
A helper library for async/await.
jbtheming/Beanconqueror
An open source project for coffee enthusiasts.
jbtheming/CalculatedProperties
Easy-to-use calculated properties for MVVM apps
jbtheming/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
jbtheming/feature-selector
Feature selector is a tool for dimensionality reduction of machine learning datasets
jbtheming/hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
jbtheming/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and
jbtheming/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.
jbtheming/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
jbtheming/Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
jbtheming/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.
jbtheming/Mvvm
MVVM helpers, including calculated properties and asynchronous notification tasks.
jbtheming/numpy-ml
Machine learning, in numpy
jbtheming/pandas_market_calendars
Exchange calendars to use with pandas for trading applications
jbtheming/pyfolio
Portfolio and risk analytics in Python
jbtheming/pysystemtrade
Systematic Trading in python
jbtheming/Python.Included
A Python.NET based framework enabling .NET libraries to call into Python packages without depending on a local Python installation.
jbtheming/qstrader
QuantStart.com - QSTrader backtesting simulation engine.
jbtheming/QuantResearch
Quantitative analysis, strategies and backtests
jbtheming/qv
jbtheming/research_public
Quantitative research and educational materials
jbtheming/sacf
S-ACF: A selective estimator for the autocorrelation function of irregularly sampled time series
jbtheming/Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
jbtheming/trading_calendars
Calendars for various securities exchanges.
jbtheming/WpfScreenHelper
Porting of Windows Forms Screen helper for Windows Presentation Foundation (WPF). It avoids dependencies on Windows Forms libraries when developing in WPF.
jbtheming/WpfToolkit
wpf toolkit fork of the MS WPF Toolkit (https://wpf.codeplex.com/releases/view/40535)