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algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

attention-mechanisms

Implementations for a family of attention mechanisms, suitable for all kinds of natural language processing tasks and compatible with TensorFlow 2.0 and Keras.

bayesian-analysis-with-python

Bayesian Analysis with Python by Packt

book_mle

capmarket

cbc

COIN-OR Branch-and-Cut solver

cnn-ta

Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach: A novel algorithmic trading model CNN-TA using a 2-D convolutional neural network based on image processing properties.

cs2005_pymc

TVP-VAR-SV

deeptime

PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting

efficient_frontier

Markowitz portfolio optimisation (efficient frontier) in Python

empyrial

Portfolio Management Framework for risk and performance analysis 投资组合管理

equitycharacteristics

Calculate U.S. equity (portfolio) characteristics

fanchart

Fan Charts Python implementation.

financedatabase

This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

financialtheorymsc

Financial Theory Course (MSc, Julia code)

fundamentalanalysis

Fully-fledged Fundamental Analysis package capable of collecting 20 years of Company Profiles, Financial Statements, Ratios and Stock Data of 20.000+ companies.

garch_replication

Replication of key GARCH model papers

h-filter

This Repository contains python code to replicate the “Why You Should Never Use the Hodrick-Prescott Filter” by James D. Hamilton

index-tracking-portfolio-optimization

ipca

Instrumented Principal Components Analysis

keras-attention-mechanism

Attention mechanism Implementation for Keras.

localprojections

This package implements the local projections models in Python for single entity time series, and panel / longitudinal data settings, due to Jorda (2005), and based on codes available at https://sites.google.com/site/oscarjorda/home/local-projections.

lstm-xgboost

LSTM-XGBoost Time Series Forecasting

mgtf-405-business-forecasting

misc

optimizer-visualization

Visualize Tensorflow's optimizers.

optuna-examples

Examples for https://github.com/optuna/optuna

pairs_trading_finnoob

experiments with pair trading

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

probabilistic_deep_learning_with_tfp

Series of articles covering probabilistic approaches to deep learning.