Pinned Repositories
Adv_Fin_ML
Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
alphalens
Performance analysis of predictive (alpha) stock factors
anomalies-replication-python
aqueduct-client
Python wrapper for Quantopian's Aqueduct API
bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
beautiful_idiomatic_python
Notes from Raymond Hettinger's talk at PyCon US 2013.
benchmark
bgt
Bushee, Gow and Taylor
knolog's Repositories
knolog/benchmark
knolog/christophscheuch.github.io
Personal website (built by Hugo).
knolog/coal-mine
Coal Mine - Periodic task execution monitor
knolog/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
knolog/CrossSectionDemos
Example code of simple things one can do with our open-source asset pricing data
knolog/exchange_calendars
Calendars for various securities exchanges.
knolog/ExpectedReturns
knolog/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
knolog/identifying_price_informativeness
Replication Code for Identifying Price Informativeness
knolog/ling_features
Functions for extracting commonly used linguistic features from text.
knolog/lmwr
Data to support "Learning Microeconometrics with R".
knolog/lmwr_tidy
Tidy code for "Learning Microeconometrics with R"
knolog/pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
knolog/pandas_market_calendars
Exchange calendars to use with pandas for trading applications
knolog/PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
knolog/pyfolio
Portfolio and risk analytics in Python
knolog/PyHDR
Python implementation of the HDR standard
knolog/PySIPmath
Contains all the scripts needed to do/transfer SIPs between platforms
knolog/python-for-econometrics-statistics-data-analysis
Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard
knolog/python-scraping
Code samples from the book Web Scraping with Python http://shop.oreilly.com/product/0636920034391.do
knolog/qgrid
An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks
knolog/RSIPlibrary
Repository for the RSIPlibrary package.
knolog/SICP-Python-ebook
Structure and Interpretation of Computer Programs (Python) ebook version
knolog/SIT
Systematic Investor Toolkit
knolog/sta-663-2021
DukeU Computational Statistics - Cliburn Chan
knolog/Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
knolog/ThePassiveInvestor
Passive Investing for the Average Joe
knolog/wrds2pg
knolog/zipline
Zipline, a Pythonic Algorithmic Trading Library
knolog/zipline_bundles
some zipline data bundles