matteo-ticli
ECB - DGMP, Capital Markets and Financial Structure. Student at Bocconi University. I am passionate about Macro, Finance, ML and coding!
European Central BankFrankfurt am Main
matteo-ticli's Stars
Developer-Y/cs-video-courses
List of Computer Science courses with video lectures.
jakevdp/PythonDataScienceHandbook
Python Data Science Handbook: full text in Jupyter Notebooks
donnemartin/data-science-ipython-notebooks
Data science Python notebooks: Deep learning (TensorFlow, Theano, Caffe, Keras), scikit-learn, Kaggle, big data (Spark, Hadoop MapReduce, HDFS), matplotlib, pandas, NumPy, SciPy, Python essentials, AWS, and various command lines.
wesm/pydata-book
Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media
stefan-jansen/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Kanaries/pygwalker
PyGWalker: Turn your pandas dataframe into an interactive UI for visual analysis
DataExpert-io/data-engineer-handbook
This is a repo with links to everything you'd ever want to learn about data engineering
QuantConnect/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
alexeygrigorev/data-science-interviews
Data science interview questions and answers
jpmorganchase/python-training
Python training for business analysts and traders
JerBouma/FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
JerBouma/FinanceToolkit
Transparent and Efficient Financial Analysis
chrisconlan/algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
mckinsey/vizro
Vizro is a toolkit for creating modular data visualization applications.
pranz24/pytorch-soft-actor-critic
PyTorch implementation of soft actor critic
hudson-and-thames/arbitragelab
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
jamesmawm/mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
chrisconlon/applied_metrics
A PhD course in Applied Econometrics and Panel Data
D-dot-AT/Stock-Prediction-Neural-Network-and-Machine-Learning-Examples
Examples of python neural net and ML stock prediction methods with sample stock data.
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
asheshrambachan/HonestDiD
Robust inference in difference-in-differences and event study designs
mobook/MO-book
Hands-On Optimization with Python
hudson-and-thames/backtest_tutorial
ambropo/VAR-Toolbox
Ambrogio Cesa-Bianchi's VAR Toolbox
Farmhouse121/Adventures-in-Financial-Data-Science
Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for the book are mostly originally written for the RATS time-series analysis system, which is commercial software, so I have begun porting the code to Python Notebooks written for Google's colab https://colab.research.google.com. This is mostly what I will post here. The figures for the book will be generated by notebooks titled "Section n.n.n Section Title" etc.
bsvars/bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
andreagiussani/Applied_Machine_Learning_with_Python
This is the Repository of the book "Applied Machine Learning with Python", published in its first edition in 2019.
bsvars/bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
stpica/BVAR_
Empirical macro toolbox
andreagiussani/amlp-2023
Companion for the Bocconi course Applied Machine Learning with Python, held in Feb 2023