Pinned Repositories
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
dawp
Derivatives Analytics with Python (Wiley Finance)
factorlab
FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
gs-quantitative-strategies-research-notes
Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
options-derivatives-programming-in-cpp
Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA
quantstats
Portfolio analytics for quants, written in Python
quantsummaries
A website to share knowledge of quantitative finance.
s0ap.github.io
My personal blog using the Hugo theme ported from Ivy
s0ap's Repositories
s0ap/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
s0ap/dawp
Derivatives Analytics with Python (Wiley Finance)
s0ap/factorlab
FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
s0ap/quantstats
Portfolio analytics for quants, written in Python
s0ap/BDA_py_demos
Bayesian Data Analysis demos for Python
s0ap/dx
DX Analytics
s0ap/fixedincome
Python Fixed Income Securities & Derivatives analytics package
s0ap/fruitionsite
Build your website with Notion for free
s0ap/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
s0ap/hugo-rocinante
Minimal blog hugo theme for Hugo
s0ap/ISLR-python
An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code
s0ap/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.
s0ap/linear-tree
A python library to build Model Trees with Linear Models at the leaves.
s0ap/Matplotlib-Labs
Python code for charts using matplotlib
s0ap/ml-numerai
s0ap/multiarm_kelly_portfolio
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
s0ap/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
s0ap/orie5741-project
Repository for the ORIE 5741 Learning with Big Messy data course project
s0ap/ProjectsFall2021
Repository for Fall 2021 ORIE 4741 projects.
s0ap/py4fi2nd
Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
s0ap/pysystemtrade
Systematic Trading in python
s0ap/RFQ-project
predict the best price to quote
s0ap/sp500
Current and Historical Lists of S&P 500 components since 1996
s0ap/Starbucks_Capstone_Project
This project is a part of the Machine Learning Engineer Nanodegree Program.
s0ap/systematic-trader
s0ap/textbook
The CS 3110 Textbook, "OCaml Programming: Correct + Efficient + Beautiful"
s0ap/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).
s0ap/TransSHAP
s0ap/universal-portfolios
Collection of algorithms for online portfolio selection
s0ap/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading