Repositories list

• EdgarSEC

  Public
  0•1•0•0•Updated Aug 21, 2024Aug 21, 2024

• arbitragelab

  Public
  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.

  Python

  •

  BSD 3-Clause "New" or "Revised" License

  •168•518•3•3•Updated May 19, 2024May 19, 2024

• arbitrage_research

  Public
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.

  Jupyter Notebook

  •

  BSD 3-Clause "New" or "Revised" License

  •48•91•0•0•Updated May 2, 2024May 2, 2024

• guide_to_modern_portfolio_optimization

  Public
  2•10•0•0•Updated Mar 10, 2024Mar 10, 2024

• definitive_guide_to_pairs_trading

  Public
  2•6•1•0•Updated Mar 10, 2024Mar 10, 2024

• backtest_tutorial

  Public
  Jupyter Notebook

  •

  MIT License

  •39•127•0•0•Updated Jan 9, 2024Jan 9, 2024

• mlfinlab

  Public
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

  pythonfinanceresearch+ 8tradinginvestingportfolio-optimizationquantitative-financealgorithmic-tradingportfolio-managementfinancial-machine-learning+ 1

  Python

  •

  Other

  •1.2k•4k•40•4•Updated Oct 2, 2023Oct 2, 2023

• pykalman

  Public
  Kalman Filter, Smoother, and EM Algorithm for Python

  Python

  •

  Other

  •361•7•0•0•Updated Sep 4, 2023Sep 4, 2023

• mlfinlab-quickstart

  Public
  Python

  •

  GNU General Public License v3.0

  •4•5•1•0•Updated Aug 30, 2023Aug 30, 2023

• example-data

  Public
  4•1•0•0•Updated Aug 15, 2023Aug 15, 2023

• example-notebooks

  Public
  Jupyter Notebook

  •12•15•0•1•Updated Jul 11, 2023Jul 11, 2023

• a-practitioners-guide-to-the-ONC-algorithm

  Public
  Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science

  Jupyter Notebook

  •2•6•0•0•Updated Jun 8, 2023Jun 8, 2023

• betting-against-beta

  Public
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.

  Python

  •

  MIT License

  •15•8•0•0•Updated Mar 29, 2023Mar 29, 2023

• meta-labeling

  Public
  Code base for the meta-labeling papers published with the Journal of Financial Data Science

  Jupyter Notebook

  •34•77•2•0•Updated Mar 10, 2023Mar 10, 2023

• SecondBrain

  Public
  JavaScript

  •1•45•0•0•Updated Oct 4, 2022Oct 4, 2022

• MolecularNotes

  Public
  My Obsidian Second Brain setup

  Python

  •

  MIT License

  •55•0•0•0•Updated Jun 26, 2022Jun 26, 2022

• interview_april

  Public
  Interview question for the jr Data Science / Machine Learning Engineer.

  0•4•0•0•Updated Apr 23, 2022Apr 23, 2022

• june_applications_21

  Public
  Skillset Challenge for the Apprenticeship Program, June 2021.

  Jupyter Notebook

  •14•10•0•3•Updated Jan 8, 2022Jan 8, 2022

• march_applications_21

  Public
  Skillset Challenge for the Apprenticeship Program

  Jupyter Notebook

  •14•20•0•6•Updated Jan 8, 2022Jan 8, 2022

• portfoliolab

  Public
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.

  pythonfinancemachine-learning+ 7researchtradinginvestingportfolio-optimizationquantitative-financealgorithmic-tradingportfolio-management

  Other

  •45•158•3•0•Updated Dec 2, 2021Dec 2, 2021

• hudsonthames-sphinx-theme

  Public
  Sphinx theme for Hudson and Thames documentation

  CSS

  •

  Other

  •1•3•0•0•Updated Nov 3, 2021Nov 3, 2021

• oct_applications_21

  Public
  Applications to the apprenticeship program, October 2021.

  5•1•0•3•Updated Oct 23, 2021Oct 23, 2021

• marbles

  Public
  Read better test failures.

  Python

  •

  MIT License

  •16•3•0•0•Updated Oct 27, 2020Oct 27, 2020