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jayden11's Projects

quantpy icon quantpy

A framework for quantitative finance In python.

r-finance-2015-mscp icon r-finance-2015-mscp

The code for the Markov Switching model with constant transition probabilities shiny app in my R/Finance 2015 presentation. The app is online here: https://mattbrigida.shinyapps.io/MSCP/

r_finance icon r_finance

R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR blogs. My focus will be dynamic Asset Allocation and dynamic Risk Parity algorithms.

replicate_google_trends icon replicate_google_trends

Replication of "Quantifying Trading Behavior in Financial Markets Using Google Trends" by Preis et al 2013

rise_toolbox icon rise_toolbox

Solution and estimation of Markov Switching Rational Expectations / DSGE Models

rwa icon rwa

Machine Learning on Sequential Data Using a Recurrent Weighted Average

s3nb icon s3nb

S3-backed notebook manager for IPython

sacred icon sacred

Sacred is a tool to help you configure, organize, log and reproduce experiments developed at IDSIA.

sdafe icon sdafe

Statistics and Data Analysis for Financial Engineering IPython Notebooks

sec-edgar icon sec-edgar

Download all companies periodic reports, filings and forms from EDGAR database.

senteval icon senteval

A python tool for evaluating the quality of sentence embeddings.

sonnet icon sonnet

TensorFlow-based neural network library

spacy icon spacy

💫 Industrial-strength Natural Language Processing (NLP) with Python and Cython

strategies icon strategies

quantitative trading with Javascript OR Python 用Javascript OR Python进行量化交易

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