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Mike Thoun's Projects

dark-pool-buying icon dark-pool-buying

Calculates estimate of dark pool buying based on publicly available exchange data

ib_insync icon ib_insync

Python sync/async framework for Interactive Brokers API

lightdash icon lightdash

An open source alternative to Looker built using dbt. Made for analysts ❤️

moto icon moto

A library that allows you to easily mock out tests based on AWS infrastructure.

nba-schedule-data icon nba-schedule-data

Some tools and documentation for accessing National Basketball Association Season Schedules from data.nba.com

pbpstats icon pbpstats

A package to scrape and parse NBA, WNBA and G-League play-by-play data.

pymssql icon pymssql

Official home for the pymssql source code.

pyportfolioopt icon pyportfolioopt

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

pyqstrat icon pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.

redshift-auto-schema icon redshift-auto-schema

Redshift Auto Schema is a Python library that takes a delimited flat file or parquet file as input, parses it, and provides a variety of functions that allow for the creation and validation of tables within Amazon Redshift.

sfdc-bulk icon sfdc-bulk

A simple Salesforce.com bulk API client for Python 3

spx-gamma-exposure icon spx-gamma-exposure

Calculates estimate of market maker gamma exposure derived from S&P 500 index options

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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