A multi-factor equity risk model for quantitative trading.

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

Interact privately with your documents using the power of GPT, 100% privately, no data leaks

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

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

alpha101, alpha191, alphalens, backtrader, 量化研究

​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advanta…

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filte…

Notebooks for "Python for Signal Processing" book

Methods to get the probability of a changepoint in a time series.

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

MDFA

Spectrum analyzer for multiple SDR platforms (PyQtGraph based GUI for soapy_power, hackrf_sweep, rtl_power, rx_power and other backends)

A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-time signal extraction, Bayesian financial econometrics, and …