dcollaziol Goto Github PK

alphalens

Performance analysis of predictive (alpha) stock factors

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

blueshift-demo-strategies

elitequant

A list of online resources for quantitative modeling, trading, portfolio management

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

epat-stat-arb-fork

epat_vivek

EPAT project submission

erc

Simple Equal Risk Contribution Module

finance

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

get_all_tickers

Get all publicly traded tickers with this library

grok-1

Grok open release

hierarchical-risk-parity

This is the implementation for Hierarchical Risk Parity approach to portfolio optimization

hypothesis_driven_strategy_development

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.

machinelearning

Machine learning and artificial intelligence

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.

pgmpy

Python Library for learning (Structure and Parameter) and inference (Statistical and Causal) in Bayesian Networks.

public_research_and_backtests

Research and Backtests I have been working on...enjoy

pyfolio

Portfolio and risk analytics in Python

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

python_option_pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

quantinsti_statarb

quantresearch

Quantitative analysis, strategies and backtests

stargazer

Stargazer is a mobile/desktop wallet for the Stellar payments network --

tutorials

Python tutorials and examples

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

zipline

Zipline, a Pythonic Algorithmic Trading Library