szev77

Pinned Repositories

Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
Language:Jupyter Notebook00
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Language:Python0 0 00
analyzingalpha
Language:Jupyter Notebook00
anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
Language:Python00
automate_algo_trading_medium
Python script for medium article
Language:Python00
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
0 0 00
btrccts
BackTest and Run CryptoCurrency Trading Strategies
Language:Python00
Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
Language:Java0 0 00
cppi_strategy
Implementing a CPPI strategy
Language:Python00
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Language:Stata00

szev77's Repositories

szev77/Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
Language:Jupyter Notebook00
szev77/algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Language:Python0 0 00
szev77/analyzingalpha
Language:Jupyter Notebook00
szev77/anomaly-detection-resources
Anomaly detection related books, papers, videos, and toolboxes
Language:Python00
szev77/automate_algo_trading_medium
Python script for medium article
Language:Python00
szev77/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
0 0 00
szev77/btrccts
BackTest and Run CryptoCurrency Trading Strategies
Language:Python00
szev77/Code
Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
Language:Java0 0 00
szev77/cppi_strategy
Implementing a CPPI strategy
Language:Python00
szev77/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Language:Stata00
szev77/cvxpylayers
Differentiable convex optimization layers
szev77/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
szev77/gs-quant
Python toolkit for quantitative finance
szev77/ig-markets-api-python-library
A lightweight Python library that can be used to get live data from IG Markets REST and STREAM API with a LIVE or DEMO account
Language:Python0 0
szev77/ishares
scrape etf holdings histories from iShares.com, with optional aws integration (s3 + athena)
Language:Python0 0
szev77/ishares-etf-data-download
Code for downloading and storing iShares ETF historical NAV data.
szev77/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
szev77/pingouin
Statistical package in Python based on Pandas
Language:Python0 0
szev77/pyEX
Python interface to IEX and IEX cloud APIs
szev77/python-eodhistoricaldata
Download data from EOD historical data https://eodhistoricaldata.com/ using Python, Requests and Pandas.
szev77/Python_Trading_Snippets
Collections of snippets for trading I find interesting
szev77/qtrader
Reinforcement Learning for Portfolio Management
szev77/QuantitativePrimer
An Interview Primer for Quantitative Finance
szev77/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
Language:Python0 0
szev77/webscrap_ishares
Code for downlading of ishares ETF data and basic analysis.