Awesome Quant

Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.

FinRL®: Financial Reinforcement Learning. 🔥

Python training for business analysts and traders

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

Automatic extraction of relevant features from time series:

Portfolio and risk analytics in Python

Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Technical Analysis Library using Pandas and Numpy

Performance analysis of predictive (alpha) stock factors

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

Machine Learning in Finance: From Theory to Practice Book

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

Repository containing notebooks of my posts on Medium

Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

Hands-On Machine Learning for Algorithmic Trading, published by Packt

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

Machine Learning in Asset Management (by @firmai)

Finviz analysis python library.

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

Collection of algorithms for online portfolio selection

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

Python for Finance Cookbook, published by Packt

A python library for time-series smoothing and outlier detection in a vectorized way.

DX Analytics | Financial and Derivatives Analytics with Python

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

SABR model Python implementation

Top training materials in quantitative finance

Portfolio and risk analytics in Python

Notebooks that replicate original quantitative finance papers from Emanuel Derman

Library for fitting the LPPLS model to data.

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

A fast, extensible, transparent python library for backtesting quantitative strategies.

No description.

Start developing and backtesting your own automated trading strategies

Feature Engineering and Feature Importance in Machine Learning for Financial Markets

Repo for code examples in Quantitative Finance with Python (1st edition) by Chris Kelliher

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

A Python implementation of the rough Bergomi model.

Code repository for Pricing and Trading Interest Rate Derivatives

Python interface to Brazilian Central Bank web services

Business days calculations and utilities

QuantMinds Rough Volatility Workshop lectures

Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"

Risk tools for commodities trading and finance

This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.