Pinned Repositories
Algorithmic-Short-Selling-with-Python-Published-by-Packt
Algorithmic Short-Selling with Python
algorithmic-trading
alphatools
Quantitative finance research tools in Python
dawp
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
derivatives-modeling
financial derivatives
hmmlearn
Hidden Markov Models in Python, with scikit-learn like API
ISLR-python
An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code
machine-learning-for-asset-managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
predictive_ai-hidden-markov-model
hidden markov model for forecasting
manuelmusngi's Repositories
manuelmusngi/Algorithmic-Short-Selling-with-Python-Published-by-Packt
Algorithmic Short-Selling with Python
manuelmusngi/algorithmic-trading
manuelmusngi/alphatools
Quantitative finance research tools in Python
manuelmusngi/machine-learning-for-asset-managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
manuelmusngi/pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
manuelmusngi/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
manuelmusngi/algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
manuelmusngi/auto_ts
Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.
manuelmusngi/awesome-modern-cpp
A collection of resources on modern C++
manuelmusngi/c-plus-plus
Collection of various algorithms in mathematics, machine learning, computer science and physics implemented in C++.
manuelmusngi/CppAlgoTrading
Systematic Trading in C++
manuelmusngi/FinanceHub
Resources for Quantitative Finance
manuelmusngi/findatapy
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
manuelmusngi/HeterogeneousHMM
Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Supervised training supported. Easily extendable with other types of probablistic models.
manuelmusngi/lvvd
Listed Volatility and Variance Derivatives (Wiley Finance)
manuelmusngi/mathpix-markdown-it
Markdown rendering + Latex extras (equations, tables, ...), with conversion features, for the scientific community
manuelmusngi/mit-license
Hosted MIT License with details controlled through this repo
manuelmusngi/ml-design-patterns
Source code accompanying O'Reilly book: Machine Learning Design Patterns
manuelmusngi/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.
manuelmusngi/mplfinance
Financial Markets Data Visualization using Matplotlib
manuelmusngi/py4at
Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.
manuelmusngi/py4fi2nd
Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
manuelmusngi/pyalgotrading
Official Python Package for Algorithmic Trading APIs powered by AlgoBulls
manuelmusngi/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
manuelmusngi/python-machine-learning-book-3rd-edition
The "Python Machine Learning (3rd edition)" book code repository
manuelmusngi/quantstats
Portfolio analytics for quants, written in Python
manuelmusngi/sktime
A unified framework for machine learning with time series
manuelmusngi/trade-frame
C++ 17 based library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution.
manuelmusngi/tsfresh
Automatic extraction of relevant features from time series:
manuelmusngi/vectorbt
Supercharged backtesting and technical analysis for quants