knolog

Pinned Repositories

Adv_Fin_ML
Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
Language:Jupyter Notebook0 0 00
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Language:Jupyter Notebook0 0 00
algorithm-component-library
A collection of code snippets that can be constructed into larger trading algorithms.
Language:Python0 1 00
alphalens
Performance analysis of predictive (alpha) stock factors
Language:Jupyter Notebook0 1 00
anomalies-replication-python
Language:Python00
aqueduct-client
Python wrapper for Quantopian's Aqueduct API
Language:Python0 1 00
bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
Language:Python0 1 00
beautiful_idiomatic_python
Notes from Raymond Hettinger's talk at PyCon US 2013.
0 0 00
benchmark
Language:R0 1 00
bgt
Bushee, Gow and Taylor
Language:R00

knolog's Repositories

knolog/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Language:Python2 0
knolog/OLPS
Online Portfolio Selection toolbox
Language:MATLAB2 0
knolog/pg_functions
Functions for PostgreSQL
Language:PLpgSQL1 0
knolog/quant
Quantitative Finance and Algorithmic Trading
Language:Jupyter Notebook
knolog/r-quant
R code for quantitative analysis in finance
Language:R2 0