zerounnet,github

empyrical

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

envpool

C++-based high-performance parallel environment execution engine for general RL environments.

expr_codegen

codegen from expression to others, such as polars, pandas

face_recognition

The world's simplest facial recognition api for Python and the command line

faker

Faker is a Python package that generates fake data for you.

fastapi

FastAPI framework, high performance, easy to learn, fast to code, ready for production

feature-engineering-handbook

A practical feature engineering handbook

feature-selection

Features selector based on the self selected-algorithm, loss function and validation method

feature_engine

Feature engineering package with sklearn like functionality

featuretools

An open source python library for automated feature engineering

finance

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

financial-machine-learning

A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

finquant

A program for financial portfolio management, analysis and optimisation.

finrl

A Deep Reinforcement Learning Framework for Automated Trading in Quantitative Finance. NeurIPS 2020. 🔥

firm-characteristics-and-chinese-stock-market

It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual firm characteristics and also uses “big-data” econometric methods.