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/alphalens
Performance analysis of predictive (alpha) stock factors
knolog/aqueduct-client
Python wrapper for Quantopian's Aqueduct API
knolog/bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
knolog/bios-823-2020
DukeU Computational Statistics - Cliburn Chan
knolog/bootstrap-index
Producing bootstrap indexes of data frames for cross validation
knolog/data-management-in-finance
An introduction to database and data management in empirical finance
knolog/deltapy
DeltaPy - Tabular Data Augmentation (by @firmai)
knolog/Empirical-finance-data-tools
Codes to clean data and construct variables for empirical finance.
knolog/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
knolog/famafrench
Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".
knolog/ff
Code for Fama-French data
knolog/filings
Code to manage data related to SEC filings on EDGAR.
knolog/fpp3-python-readalong
Python-centered read-along of Forecasting: Principles and Practice
knolog/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
knolog/nyumath2048
NYU Math-GA 2048: Scientific Computing in Finance
knolog/pgcontents
A Postgres-backed ContentsManager implementation for Jupyter
knolog/Python-tutorials-programming_essentials
These tutorials provide overviews and examples of key concepts needed to program in Python at an intermediate level
knolog/Python-tutorials_remote_data_access
Resources for connecting remotely to various economic and financial data libraries.
knolog/Python-tutorials_timeseries_for_finance
Python modules for time-series analysis and empirical asset pricing.
knolog/qss-tidy
tidyverse code for QSS
knolog/quantecon-notebooks-datascience
Jupyter Notebooks for https://datascience.quantecon.org
knolog/R-SIPmath-Tools
Import and export functions for maintaining the SIP standard, as well as an auditable RNG
knolog/research_public
Quantitative research and educational materials
knolog/serializable-traitlets
JSON-Serializable IPython Traitlets
knolog/spectre
GPU-accelerated Factors analysis library and Backtester
knolog/sta-663-2020
DukeU Computational Statistics - Cliburn Chan
knolog/Vim-config
My configurations of (Neo)Vim
knolog/volatility_informativeness
Replication of Volatility and Informativeness
knolog/vscode-setting
vscode-settings.json
knolog/write-pythonic-code-demos
Write Pythonic Code Like a Seasoned Developer video course demo materials.