FinanceHere you can find all the quantitative finance algorithms that I've worked on and refined over the past year!
Stars: ✭ 194 (+385%)
Trading BacktestA stock backtesting engine written in modern Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Stars: ✭ 247 (+517.5%)
Time-Series-TransformerA data preprocessing package for time series data. Design for machine learning and deep learning.
Stars: ✭ 123 (+207.5%)
TidyquantBringing financial analysis to the tidyverse
Stars: ✭ 635 (+1487.5%)
Deep Rl Tradingplaying idealized trading games with deep reinforcement learning
Stars: ✭ 228 (+470%)
Grs📈 台灣上市上櫃股票價格擷取(Fetch Taiwan Stock Exchange data)含即時盤、台灣時間轉換、開休市判斷。
Stars: ✭ 405 (+912.5%)
pinancePython module(s) to get stock data, options data and news.
Stars: ✭ 70 (+75%)
ChoochooTraining Diary
Stars: ✭ 186 (+365%)
akshareAKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
Stars: ✭ 5,155 (+12787.5%)
Alpha Mindquantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
Stars: ✭ 171 (+327.5%)
mtss-ganMTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
Stars: ✭ 77 (+92.5%)
StockseraWeb application that provides alternative data to retail investors
Stars: ✭ 426 (+965%)
forecasting modelsAn overview of univariate time series forecasting models with sample code.
Stars: ✭ 39 (-2.5%)
EngeznyEngezny is a python package that quickly generates all possible charts from your dataframe and saves them for you, and engezny is only supporting now uni-parameter visualization using the pie, bar and barh visualizations.
Stars: ✭ 25 (-37.5%)
qtrn⚠️ Deprecated, see https://github.com/piquette/qtrn ⚠️
Stars: ✭ 20 (-50%)
Data-Science-101Notes and tutorials on how to use python, pandas, seaborn, numpy, matplotlib, scipy for data science.
Stars: ✭ 19 (-52.5%)
futu algoFutu Algorithmic Trading Solution (Python) 基於富途OpenAPI所開發量化交易程序
Stars: ✭ 143 (+257.5%)
gold-price-analysisCreating a model to analyze and predict the trend of the prices of gold.
Stars: ✭ 31 (-22.5%)
ww tvol studyProcess global-scale satellite and airborne elevation data into time series of glacier mass change: Hugonnet et al. (2021).
Stars: ✭ 26 (-35%)
es pandasRead, write and update large scale pandas DataFrame with Elasticsearch
Stars: ✭ 34 (-15%)
chatstats💬📊 Fun data visualizations for Facebook Messenger chats
Stars: ✭ 18 (-55%)
Stock-Selection-a-FrameworkThis project demonstrates how to apply machine learning algorithms to distinguish "good" stocks from the "bad" stocks.
Stars: ✭ 239 (+497.5%)
optlibA library for financial options pricing written in Python.
Stars: ✭ 166 (+315%)
python-eodhistoricaldataDownload data from EOD historical data https://eodhistoricaldata.com/ using Python, Requests and Pandas.
Stars: ✭ 67 (+67.5%)
stockholm💵 Modern Python library for working with money and monetary amounts. Human friendly and flexible approach for development. 100% test coverage + built-in support for GraphQL and Protocol Buffers transports using current best-practices.
Stars: ✭ 26 (-35%)
mlforecastScalable machine 🤖 learning for time series forecasting.
Stars: ✭ 96 (+140%)
fortune500Fortune 500 company lists since 1955 in CSV format, mostly parsed using Beautiful Soup
Stars: ✭ 78 (+95%)
Start majaTo process a Sentinel-2 time series with MAJA cloud detection and atmospheric correction processor
Stars: ✭ 47 (+17.5%)
covid-19Data ETL & Analysis on the global and Mexican datasets of the COVID-19 pandemic.
Stars: ✭ 14 (-65%)
read-protobufSmall library to read serialized protobuf(s) directly into Pandas Dataframe
Stars: ✭ 28 (-30%)
hh researchАвтоматизация поиска и исследования вакансий с сайта hh.ru (Headhunter) с помощью методов Python. Классификация данных, поиск статистических параметров.
Stars: ✭ 36 (-10%)
pmtsPoor man's time series functionality for PostgreSQL
Stars: ✭ 31 (-22.5%)
DTWDynamic Time Warping in Python / C (using ctypes)
Stars: ✭ 26 (-35%)
cnn-rnn-bitcoinReusable CNN and RNN model doing time series binary classification
Stars: ✭ 28 (-30%)
ap-monorepoMonorepo containing all packages related to the ACTUS Protocol
Stars: ✭ 15 (-62.5%)
pyjanitorClean APIs for data cleaning. Python implementation of R package Janitor
Stars: ✭ 970 (+2325%)
kkndmekkndme聊房,数据整理自天涯。提供HTML、PDF和Markdown三种形式。
Stars: ✭ 752 (+1780%)
IMCtermiteEnables extraction of measurement data from binary files with extension 'raw' used by proprietary software imcFAMOS/imcSTUDIO and facilitates its storage in open source file formats
Stars: ✭ 20 (-50%)
gobacktestevent-driven backtesting framework written in golang
Stars: ✭ 179 (+347.5%)
datascienvdatascienv is package that helps you to setup your environment in single line of code with all dependency and it is also include pyforest that provide single line of import all required ml libraries
Stars: ✭ 53 (+32.5%)
finfinance
Stars: ✭ 38 (-5%)
DCFBasic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
Stars: ✭ 198 (+395%)
Data-Wrangling-with-PythonSimplify your ETL processes with these hands-on data sanitation tips, tricks, and best practices
Stars: ✭ 90 (+125%)
anestheticNested Sampling post-processing and plotting
Stars: ✭ 34 (-15%)
DLQuantApplying Deep Learning and NLP in Quantitative Trading
Stars: ✭ 84 (+110%)
cubism-esES6 module of cubism.js, based on d3v5.
Stars: ✭ 24 (-40%)
whyqddata wrangling simplicity, complete audit transparency, and at speed
Stars: ✭ 16 (-60%)
micropredictionIf you can measure it, consider it predicted
Stars: ✭ 158 (+295%)
ferFacial Expression Recognition
Stars: ✭ 32 (-20%)
walkerBayesian Generalized Linear Models with Time-Varying Coefficients
Stars: ✭ 38 (-5%)