zeqiw Goto Github PK

alphalens

Performance analysis of predictive (alpha) stock factors

arch

ARCH models in Python

baruch-mfe-lab

Baruch MFE program quant lab

basic_pandas

Python for Data Analysis

calculate-implied-volatility

Newton's Method; Ploya Approximation

cs181-s16

Machine Learning at Harvard

cs229_ml

Stanford CS229: Machine Learning

cs234-reinforcement-learning-winter-2019

My Solutions of Assignments of CS234: Reinforcement Learning Winter 2019

data-visualization

Misc data visualization projects, examples, and demos: mostly Python (pandas + matplotlib) and JavaScript (leaflet).

decision_tree

deeplearning-500-questions

深度学习500问，以问答形式对常用的概率知识、线性代数、机器学习、深度学习、计算机视觉等热点问题进行阐述，以帮助自己及有需要的读者。 全书分为18个章节，近30万字。由于水平有限，书中不妥之处恳请广大读者批评指正。 未完待续............ 如有意合作，联系[email protected] 版权所有，违权必究 Tan 2018.06

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

excel-vba

farhadi_fractional_bs

Solving Farhadi Fractional BS formula(2017) using Numerical Analysis

jumarie_fractional_bs

Solving Jumarie Fractional BS formula(2010) using Numerical Analysis

learningx

Deep & Classical Reinforcement Learning + Machine Learning Examples in Python

leetcode

:pencil: Python / C++ 11 Solutions of All 434 LeetCode Questions

mean_variance_portfolio

OpenMP, Monte-Carlo Simulation, Eigen to realize Mean-Variance Portfolio Strategy

python-workshop

Python summer workshop

standard_bs_formula

Solving standard BS formula using Numerical Analysis(Backward-Euler's Method and Crank-Nicolson Method).

tqdm

A fast, extensible progress bar for Python and CLI

tsfresh

Automatic extraction of relevant features from time series:

vcpkg

C++ Library Manager for Windows, Linux, and MacOS

wyss_fractional_bs

Solving Wyss Fractional BS formula(2000) using Numerical Analysis

zipline

Zipline, a Pythonic Algorithmic Trading Library