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EmbeddingPortfolio Public
Forked from QuantLet/EmbeddingPortfolioA repository for portfolio allocation based on embedding data representation
Jupyter Notebook MIT License UpdatedJul 22, 2023 -
Papers Public
Forked from nburgessx/PapersMy Quant Research Papers (incl. Coding & Excel Examples)
C++ UpdatedMay 1, 2023 -
MEDIUM_NoteBook Public
Forked from cerlymarco/MEDIUM_NoteBookRepository containing notebooks of my posts on Medium
Jupyter Notebook MIT License UpdatedJun 9, 2022 -
fortitudo.tech Public
Forked from fortitudo-tech/fortitudo.techInvestment and risk technologies maintained by Fortitudo Technologies.
Python GNU General Public License v3.0 UpdatedJun 9, 2022 -
TSMOM Public
Forked from rkohli3/TSMOMReplication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
Jupyter Notebook UpdatedApr 30, 2022 -
featurewiz Public
Forked from AutoViML/featurewizUse advanced feature engineering strategies and select best features from your data set with a single line of code.
Python Apache License 2.0 UpdatedApr 25, 2022 -
awesome-ai-in-finance Public
Forked from georgezouq/awesome-ai-in-finance🔬 A curated list of awesome machine learning strategies & tools in financial market.
Creative Commons Zero v1.0 Universal UpdatedMar 14, 2022 -
Machine-Learning-for-Asset-Managers Public
Forked from emoen/Machine-Learning-for-Asset-ManagersImplementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
Python Apache License 2.0 UpdatedSep 1, 2021 -
Quantsbin Public
Forked from quantsbin/QuantsbinQuantitative Finance tools
Python MIT License UpdatedMay 23, 2021 -
QuantResearch Public
Forked from letianzj/QuantResearchQuantitative analysis, strategies and backtests
Jupyter Notebook MIT License UpdatedApr 22, 2021 -
riskParityPortfolio Public
Forked from dppalomar/riskParityPortfolioDesign of Risk Parity Portfolios
R GNU General Public License v3.0 UpdatedJan 12, 2021 -
cdml-neurips2020 Public
Forked from causalens/cdml-neurips2020This repository captures source code and data sets for our paper at the Causal Discovery & Causality-Inspired Machine Learning Workshop at Neural Information Processing Systems (NeurIPS) 2020.
Python BSD 3-Clause "New" or "Revised" License UpdatedDec 11, 2020 -
ctpgao Public
Forked from gaoguole/ctpgao基于ctp接口开发的交易框架(接口类型仿 天勤sdk)
Python MIT License UpdatedNov 12, 2020 -
research_public Public
Forked from quantopian/research_publicQuantitative research and educational materials
Jupyter Notebook UpdatedNov 3, 2020 -
EconometricsWithR Public
Forked from mca91/EconometricsWithR📖An interactive companion to the well-received textbook 'Introduction to Econometrics' by Stock & Watson (2015)
HTML Other UpdatedNov 2, 2020 -
empyrical Public
Forked from quantopian/empyricalCommon financial risk and performance metrics. Used by zipline and pyfolio.
Python Apache License 2.0 UpdatedOct 14, 2020 -
BVAR_ Public
Forked from naffe15/BVAR_Empirical macro toolbox
MATLAB GNU General Public License v3.0 UpdatedAug 17, 2020 -
CIF Public
Forked from LenkaV/CIFComposite Indicators Framework for Business Cycle Analysis
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Riskfolio-Lib Public
Forked from dcajasn/Riskfolio-LibQuantitative Strategic Asset Allocation, easy for you.
Python BSD 3-Clause "New" or "Revised" License UpdatedMar 27, 2020 -
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iml_methods_limitations Public
Forked from slds-lmu/iml_methods_limitationsSeminar on Limitations of Interpretable Machine Learning Methods
R UpdatedDec 8, 2019 -
akshare Public
Forked from akfamily/akshareAkShare is a utility for crawling data of financial market!
Python MIT License UpdatedDec 4, 2019 -
adanet Public
Forked from tensorflow/adanetFast and flexible AutoML with learning guarantees.
Python Apache License 2.0 UpdatedOct 21, 2019 -
tpot Public
Forked from EpistasisLab/tpotA Python Automated Machine Learning tool that optimizes machine learning pipelines using genetic programming.
Python GNU Lesser General Public License v3.0 UpdatedOct 18, 2019 -
A unified approach to explain the output of any machine learning model.
Jupyter Notebook MIT License UpdatedOct 11, 2019 -
interpretable_machine_learning_with_python Public
Forked from jphall663/interpretable_machine_learning_with_pythonPractical techniques for training interpretable ML models, explaining ML models, and debugging ML models.
Jupyter Notebook UpdatedOct 10, 2019 -
awesome-automl-papers Public
Forked from hibayesian/awesome-automl-papersA curated list of automated machine learning papers, articles, tutorials, slides and projects
Apache License 2.0 UpdatedOct 8, 2019 -
Nowcasting Public
Forked from FRBNY-TimeSeriesAnalysis/NowcastingNowcasting
MATLAB BSD 3-Clause "New" or "Revised" License UpdatedSep 26, 2019 -
cvxportfolio Public
Forked from cvxgrp/cvxportfolioPortfolio optimization and simulation in Python
Python GNU General Public License v3.0 UpdatedSep 26, 2019 -
lofo-importance Public
Forked from aerdem4/lofo-importanceLeave One Feature Out Importance
Python MIT License UpdatedSep 15, 2019