Pinned Repositories
AaronLocker
Robust and practical application control for Windows
alphalens
Performance analysis of predictive (alpha) stock factors
AnomalyDetection
Anomaly Detection with R
BreakoutDetection
Breakout Detection via Robust E-Statistics
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
financial_fundamentals
Find XBRL filings on the SEC's Edgar and extract accounting metrics.
iextrading4j-hist
IEX Trading library to parse TOPS and DEEP multicast packets
iexviz
demo of working with iex TOPS and DEEP messages
Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
pyfolio
Portfolio and risk analytics in Python
s-research's Repositories
s-research/AaronLocker
Robust and practical application control for Windows
s-research/alphalens
Performance analysis of predictive (alpha) stock factors
s-research/AnomalyDetection
Anomaly Detection with R
s-research/BreakoutDetection
Breakout Detection via Robust E-Statistics
s-research/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
s-research/financial_fundamentals
Find XBRL filings on the SEC's Edgar and extract accounting metrics.
s-research/iextrading4j-hist
IEX Trading library to parse TOPS and DEEP multicast packets
s-research/iexviz
demo of working with iex TOPS and DEEP messages
s-research/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
s-research/pyfolio
Portfolio and risk analytics in Python
s-research/qgrid
An interactive grid for sorting, filtering, and editing DataFrames in Jupyter notebooks
s-research/research_public
Quantitative research and educational materials
s-research/zipline
Zipline, a Pythonic Algorithmic Trading Library