ndfred Goto Github PK
Name: Frédéric Sagnes
Type: User
Company: Facebook
Location: London, UK
Name: Frédéric Sagnes
Type: User
Company: Facebook
Location: London, UK
NSURCache as an offline store demo project
A limitation of the factor regression available on portfoliovisualizer.com is that it does not take FX into account. To address this, I have developed a python module that considers the CAD:USD data when performing a regression analysis on securities listed on the Toronto Stock Exchange (TSX). For Canadian Equities listed on the TSX run CDN_listed_CDN_Equity.py. For US Equities listed on the TSX run CDN_listed_US_Equity.py. US equities are analyzed using the Fama-French 5 factor model using the daily data. Canadian equities are analyzed using AQR data for MKT-RF, SMB, HML(FF), QMJ, and UMD (FF data not available for Canada). For comparative purposes, the file US_listed_US_Equity replicates the results from portfoliovisualizer.com for US listed US Equities analyzed using the FF 5-factor model with daily data. X, Custom_start_date, and Custom_end_date can be modified as required by the user. If the user does not wish to enter a custom start or end date, a value of zero will use the longest dataset possible. Prior to running the scripts, the following lines of code must be executed if their respective packages have yet to be installed: pip install pandas pip install numpy pip install DateTime pip install statsmodels pip install urllib3 pip install zipfile37 pip install investpy pip install yfinance Prior to running the CDN_listed_CDN_Equity.py script for the first time, run importAQR_QMJ.py to download the AQR dataset onto the local hard drive. Once the dataset is downloaded, the importAQR_QMJ.py script is not required to be executed unless updated data is required.
NSConference blitz talk
Downloading, parse and reformat the folklore.org website content
:blue_book: Home Assistant User documentation
Download the HTML5 For Web Designers book source code to study it
iPerf 3 library and app for iOS
Simple Makefile to automatically process files through Markdown and SmartyPants
ofxstatement plugin for parsing Revolut CSV bank statements
Think Big, Kick Ass and learn Core Graphics
Python bindings to Apple's PDF Kit framework
Snapshot an iOS app screen and convert it into a PSD file
Sonos cloud API integration for Home Assistant with improved TTS/alerts handling
A low power ESP32 temperature sensor firmware
A Pi-hole equivalent for the Unifi Security Gateway
Various xcode build, localization and iPhone-related scripts
Collection of device converters to be used with zigbee-herdsman
Zigbee 🐝 to MQTT bridge 🌉, get rid of your proprietary Zigbee bridges 🔨
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.