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adv_fin_ml

Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

algorithm-component-library

A collection of code snippets that can be constructed into larger trading algorithms.

alphalens

Performance analysis of predictive (alpha) stock factors

anomalies-replication-python

aqueduct-client

Python wrapper for Quantopian's Aqueduct API

bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

beautiful_idiomatic_python

Notes from Raymond Hettinger's talk at PyCon US 2013.

benchmark

bgt

Bushee, Gow and Taylor

bios-823-2020

DukeU Computational Statistics - Cliburn Chan

bios-823-2021

DukeU Computational Statistics - Cliburn Chan

bootstrap-index

Producing bootstrap indexes of data frames for cross validation

cfar-data-workshop-2016

Course materials for 2016 Duke/UNC CFAR data workshop

christophscheuch.github.io

Personal website (built by Hugo).

coal-mine

Coal Mine - Periodic task execution monitor

code-of-books

Source code for 100+ books, kept here for quick reference

coding-the-matrix

coding the matrix by Python

computational-statistics-with-python

Resources for STA 633 class

coursera-finance-computational-finance

Coursework and notes for Coursera: Intro to Computational Finance and Financial Econometrics

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

crosssectiondemos

Example code of simple things one can do with our open-source asset pricing data

data-management-in-finance

An introduction to database and data management in empirical finance

deltapy

DeltaPy - Tabular Data Augmentation (by @firmai)

dockorm

An object-relational mapper for docker containers.

dqn

Reinforcement Learning for finance

empirical-finance

A tutorial of empirical finance (It will be not updated)

empirical-finance-data-tools

Codes to clean data and construct variables for empirical finance.

empyrical

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

exchange_calendars

Calendars for various securities exchanges.