Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight)

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

Exploratory analysis of Bayesian models with Python

Python library for portfolio optimization built on top of scikit-learn

Zipline, a Pythonic Algorithmic Trading Library

Meet Ava, the WhatsApp Agent

Machine learning with dataframes

rsatool can be used to calculate RSA and RSA-CRT parameters

R&D playground to play with agents and OpenBB

A nimble options backtesting library for Python

BAyesian Model-Building Interface (Bambi) in Python.

Python sync/async framework for Interactive Brokers API (replaces ib_insync)

A library for financial options pricing written in Python.

A Python package for causal inference in quasi-experimental settings

In this repository you will find sample code files for each day of the course "Python for OSINT. A 21-day course for beginners".

Bayesian marketing toolbox in PyMC. Media Mix (MMM), customer lifetime value (CLV), buy-till-you-die (BTYD) models and more.

Library for Knowledge Intensive Language Tasks

Time series easier, faster, more fun. Pytimetk.

Official implementation of Half-Quadratic Quantization (HQQ)

A framework for quantitative finance In python.

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…

python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

depyf is a tool to help you understand and adapt to PyTorch compiler torch.compile.

AgentSociety: Large-scale Social Simulation to Understand Human Behaviors and Society through LLM-driven Agents

Automatically evaluate your LLMs in Google Colab

Triton Python, C++ and Java client libraries, and GRPC-generated client examples for go, java and scala.

A Python library for amortized Bayesian workflows using generative neural networks.

Quantitative Finance tools