Pinned Repositories
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Lasso
This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
Market-Microstructure
Market-Models
While interning at Macro Intelligence 2 Partners, I developed a number of Bloomberg API integrated Python programmed models to predict market movements and assist trading strategies
microprice
Notes_For_Macroeconomic_Analyst
These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
numerical_methods_youtube
py-lars
Naive implementation of Least Angle Regression
PyfengForPapers
Python Code for Quantitative Finance Papers
rishav-3stonecapital's Repositories
rishav-3stonecapital/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
rishav-3stonecapital/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
rishav-3stonecapital/Lasso
This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
rishav-3stonecapital/Market-Microstructure
rishav-3stonecapital/Market-Models
While interning at Macro Intelligence 2 Partners, I developed a number of Bloomberg API integrated Python programmed models to predict market movements and assist trading strategies
rishav-3stonecapital/microprice
rishav-3stonecapital/Notes_For_Macroeconomic_Analyst
These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.
rishav-3stonecapital/numerical_methods_youtube
rishav-3stonecapital/py-lars
Naive implementation of Least Angle Regression
rishav-3stonecapital/PyfengForPapers
Python Code for Quantitative Finance Papers
rishav-3stonecapital/selfstudy-LARS
least angle regression, reproducing for self-study
rishav-3stonecapital/TradeAdvisor
Stock Trade Advisor based on artificial intelligence for the historical market price, macro data and economic cycles,