EPFL Course - Optimization for Machine Learning - CS-439

Technical Analysis Library using Pandas and Numpy

A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing

Python Data Science Handbook: full text in Jupyter Notebooks

Inquiry Based Numerical Methods Textbook

AlphaWaveData delivers APIs for financial data analysis.

Text and supporting code for Think Stats, 2nd Edition

📚 Freely available programming books

We Design a PCA Cluster Risk Parity Portfolio

Transparent and Efficient Financial Analysis

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

Machine Learning in Asset Management (by @firmai)

Quantitative Finance and Algorithmic Trading

Python library for portfolio optimization built on top of scikit-learn

Quantitative analysis, strategies and backtests

Collection of notebooks about quantitative finance, with interactive python code.

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

A repository for portfolio allocation based on embedding data representation

Multiple econometrics cheat sheets with a complete and summarize review going from the basics of an econometric model to the solution of the most popular problems.

FinRL: Financial Reinforcement Learning. 🔥

📚 An open-source textbook written at the college level. OpenIntro also offers a second college-level intro stat textbook and also a high school variant.

Repository containing the R-code used in analyses for publications.

The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The cour…

This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course…

Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street

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

Discover how to leverage MATLAB for quantitative finance modeling

Functions for the construction of risk-based portfolios

Technical analysis and other functions to construct technical trading rules with R