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Name: Rafael Rocha de Azevedo
Type: User
Company: TERA Capital
Bio: PhD in Economics | Quant Finance
Location: Brazil
Name: Rafael Rocha de Azevedo
Type: User
Company: TERA Capital
Bio: PhD in Economics | Quant Finance
Location: Brazil
Probability of Backtest Overfitting in Python
CQF Projects
Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.
CQF - Sentiment Analysis based on the paper: FINEAS: FINANCIAL EMBEDDING ANALYSIS OF SENTIMENT
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
Assist on Asset Allocation
:exclamation: This is a read-only mirror of the CRAN R package repository. BayesianFactorZoo — Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
Resources for Quantitative Finance
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models with Python
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.
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
My curated list of Python resources on Quantitative Finance
Resources for Quantitative Finance
Recurrent Neural Network Implementations for Time Series Forecasting
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.