esvhd Goto Github PK

annotated-transformer

http://nlp.seas.harvard.edu/2018/04/03/attention.html

arch

ARCH models in Python

awd-lstm-lm

LSTM and QRNN Language Model Toolkit for PyTorch

bondidx

Bond index etc

cs231n

Assignments for Stanford cs231n

cvxportfolio

Portfolio optimization and simulation in Python

dabl

Data Analysis Baseline Library

drivetools

Python tools for Google Drive

dynamic-evaluation

Dynamic evaluation for pytorch language models, now includes hyperparameter tuning

esvhd.github.io

finbert

Financial Sentiment Analysis with BERT

former

Simple transformer implementation from scratch in pytorch.

fractionaldiff

Experiments with fractional differencing

fredapi

Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)

johansen

Python implementation of the Johansen test for cointegration

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

kids

Notebooks for kids

machine-learning-asset-management

Machine Learning in Asset Management (by @firmai)

machine-learning-for-asset-managers

Implementation 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.

mlfinlab

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

mlstack

Machine learning code

mpo

Multi-Period Optimisation

notes

Various study notes

openedgar

OpenEDGAR (openedgar.io)

pbo

Probability of Backtest Overfitting

pyhistdata

Python parsers for pyhistdata using Pandas

pypbo

Probability of Backtest Overfitting in Python

pyportfolioopt

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

python-edgar

Download the SEC fillings index from EDGAR since 1993

pytorch-mini-tutorials

Minimal tutorials for PyTorch