stephen-chin

stephen-chin's Stars

• jimsjoo/gilbut_portfolio

  길벗출판사 포트폴리오

  Language:Jupyter Notebook147

• rickiepark/hg-mldl

  <혼자 공부하는 머신러닝+딥러닝>의 코드 저장소입니다.

  Language:Jupyter Notebook285248

• junsu489/volatility_arbitrage

  volatility arbitrage in Heston model

  Language:Jupyter Notebook4110

• hankHeish/TSSCO

  Language:R54

• jackylwj/Barra_factor_model

  Language:Python157

• Barramodel/Barra-Model

  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.

  Language:Python12015

• hyeokkukim/python-for-finance

  Language:Jupyter Notebook1

• tevgeniou/EquityRiskFactors

  126

• stefan-jansen/machine-learning-for-trading

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook14.2k4.4k

• hwang-sudang/fama-RL

  fama-RL

  Language:Python1

• cat1220/Factor-Model-and-Backtest

  Factor Modeling

  Language:Jupyter Notebook2

• pranav0904/Fama-French-Three-Factor-Model

  Fintech

  Language:Jupyter Notebook52

• factorpricingmodel/factor-pricing-model-risk-model

  Package to build risk model for factor pricing model

  Language:Python242

• blaahhrrgg/equity-risk-model

  Attribution and optimisation using a multi-factor equity risk model.

  Language:Jupyter Notebook316

• x7jeon8gi/FactorVAE

  PyTorch implementation of FactorVAE

  Language:Jupyter Notebook5813

• joelowj/awesome-algorithmic-trading

  A curated list of awesome algorithmic trading frameworks, libraries, software and resources

  860168

• dppalomar/covFactorModel

  Covariance Matrix Estimation via Factor Models

  Language:R3312

• nsoojin/mlfactor

  Machine Learning for Factor Investing: Python Version

  Language:Jupyter Notebook31

• caralifarrell/Python-Applications-in-Finance

  A project to estimate a stock's risk with a linear regression model in Python, using the Fama-French Carhart model and live data from Yahoo Finance.

  Language:Jupyter Notebook2

• anthonyli01/Multi-Factor-Portfolios

  University Project: constructing portfolios by blending different types of factor portfolios (low-beta, value, and momentum). We investigate different techniques to weight our portfolio and calculating a combined score.

  Language:Jupyter Notebook21

• Ameya1983/TheAlchemist

  Language:Jupyter Notebook65

• jeffrey-liang/Financial-Numerical-Recipes-in-Python

  Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python

  Language:Jupyter Notebook157

• open-source-modelling/Vasicek_one_factor_python

  One factor Vasicek model in Python.

  Language:Python102

• reese3928/fincomepy

  Fixed income related calculations in Python

  Language:Python197

• gilbutITbook/080227

  파이썬으로 배우는 포트폴리오 소스 코드

  Language:Jupyter Notebook2428

• suhasghorp/PortAnalyticsAdvanced

  Advanced Portfolio Construction and Analysis with Python - Coursera

  Language:Jupyter Notebook2010

• McCloud77/Portfolio-Construction-and-Analysis

  Jupyter notebooks on portfolio construction and analysis - EDHEC

  Language:Jupyter Notebook4235

• ndb796/python-for-coding-test

  [한빛미디어] "이것이 취업을 위한 코딩 테스트다 with 파이썬" 전체 소스코드 저장소입니다.

  Language:Python2.3k847

• LeoJr2015/python

  Some python projects that I've created over the years.

  Language:Python40166

• dabeaz-course/practical-python

  Practical Python Programming (course by @dabeaz)

  Language:Python10.1k6.7k