Pinned Repositories
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.
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
bert
TensorFlow code and pre-trained models for BERT
bootstrapped
Generate bootstrapped confidence intervals for A/B testing in Python.
cvx_short_course
Materials for a short course on convex optimization.
Deep-Learning-and-Time-Series-Momentum
Eigenportfolios
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
pca-yield-curve-analytics
Predictive Yield Curve Modeling in Reduced Dimensionality
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
nrapanos's Repositories
nrapanos/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
nrapanos/pca-yield-curve-analytics
Predictive Yield Curve Modeling in Reduced Dimensionality
nrapanos/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.
nrapanos/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
nrapanos/bert
TensorFlow code and pre-trained models for BERT
nrapanos/bootstrapped
Generate bootstrapped confidence intervals for A/B testing in Python.
nrapanos/cvx_short_course
Materials for a short course on convex optimization.
nrapanos/Deep-Learning-and-Time-Series-Momentum
nrapanos/Eigenportfolios
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
nrapanos/gpt3-sandbox
The goal of this project is to enable users to create cool web demos using the newly released OpenAI GPT-3 API with just a few lines of Python.
nrapanos/Kats
Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
nrapanos/KR_example
nrapanos/KR_return_example
Kernel Ridge (KR) Model for Bond Return Estimation
nrapanos/Machine-Learning-for-Algorithmic-Trading-Second-Edition
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
nrapanos/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.
nrapanos/ML_Codes
Empirical Data and Some Simulation Codes
nrapanos/mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
nrapanos/PriceGraph
Open code for PriceGraph
nrapanos/pyrcca
Regularized kernel canonical correlation analysis in Python
nrapanos/python-causality-handbook
Causal Inference for the Brave and True. A light-hearted yet rigorous approach to learning about impact estimation and sensitivity analysis.
nrapanos/Rebellion_Research_NLP
In this repository you will find code for our capstone project "How to Predict Stock Movements Using NLP Techniques". The code has been adapted in the first 3 pairs to illustrate how to scrape the EDGAR webpage. However, the word2vec analysis and FinBERT analysis use as data the data uploaded in this repository. Get in touch with me if you have any questions or if you find any mistakes.
nrapanos/recommender-system
Implementing different approaches for recommendation systems
nrapanos/ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)
nrapanos/sophiamyang.github.io
nrapanos/tigramite
Tigramite is a python package for causal inference with a focus on time series data. The Tigramite documentation is at
nrapanos/time-series-momentum
🚂💨 Deep Momentum Networks for Time Series Strategies
nrapanos/Transformer_Timeseries
Pytorch code for Google's Temporal Fusion Transformer
nrapanos/transformers
🤗Transformers: State-of-the-art Natural Language Processing for Pytorch and TensorFlow 2.0.
nrapanos/us-potus-model
Code for a dynamic multilevel Bayesian model to predict US presidential elections. Written in R and Stan.
nrapanos/x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies