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2i

2I Test

alphalens

Performance analysis of predictive (alpha) stock factors

analyzing-news-articles-with-python

We Analyze the polarity, sentiment, meta-cognition, bias, and many other things.

anomaly-detection

How to detect anomalies in a dataset

asset_comparison_toolbox_i

Toolbox I for asset comparison. Visualization - Volatility - Scatter Matrix - Correlation Coefficient - Regression Analysis I

ati

ati_denoise

auquan-toolbox-python

Backtesting toolbox for trading strategies

autoencodercovshrinkage

Presentation for QuantCon 2016

blockchain-ebook

class-material-fin7030

code_snippets

covariance-matrix-shrinkage-for-portfolio-optimization

Comparison of using the Ledoit-Wolf and the Oracle Approximating Shrinkage Estimators to estimate singular covariance matrices in the context of portfolio optimzation.

cs_books

Books in Computer Science

data-science-resources

data8_fall2017

files for data8, fall semester 2017

data_structure

datapipeline

dawp

Derivatives Analytics with Python (Wiley Finance)

ddf--gapminder--systema_globalis

Gapminder's fact-base with local & global statistics

dwx-zeromq-connector

Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.

dx

DX Analytics

efficient_frontier

Markowitz portfolio optimisation (efficient frontier) in Python

empyrical

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

ep-chan-book-algo-trading

Recreate EP Chan algo trading book strategies

fix_example

simple example app using quickfix engine in python

fixprinter

A FIX message pretty-printer using the python quickfix library. Used for displaying FIX protocol messages in a human-readable format.

forecast

forecast package for R

forecasting-var-granger-causality

fundamentalstrategies