R package for financial simulation

Unified Efficient Fine-Tuning of 100+ LLMs & VLMs (ACL 2024)

Portfolio analytics for quants, written in Python

Long Short Fallen Angel Premia

A multi-factor equity risk model for quantitative trading.

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

21 Lessons, Get Started Building with Generative AI

This repo has the code for the paper "Question Answering over Electronic Devices: A New Benchmark Dataset and a Multi-Task Learning based QA Framework" accepted at EMNLP 2021 Findings.

2020 Fall Information Retrieval and Applications

Code and written solutions of the assignments of the Stanford CS224N: Natural Language Processing with Deep Learning course from winter 2022/2023

🤗 Transformers: the model-definition framework for state-of-the-art machine learning models in text, vision, audio, and multimodal models, for both inference and training.

Notebooks using the Hugging Face libraries 🤗

A viewer for json files exported from Slack workspaces.

The QuantLib C++ library

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

This is the Rust course used by the Android team at Google. It provides you the material to quickly teach Rust.

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

Notebooks that replicate original quantitative finance papers from Emanuel Derman

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 SP…

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

ARCH models in Python

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…

Code for Machine Learning for Algorithmic Trading, 2nd edition.