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pix2tex: Using a ViT to convert images of equations into LaTeX code.
Code for Machine Learning for Algorithmic Trading, 2nd edition.
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
A tool to cluster ESG stocks and cryptocurrency by return data to identify similar assets with higher ESG scores.
A curated list of awesome ETL frameworks, libraries, and software.
PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
This is a collection of all the code that can be found on my YouTube channel Sigma Coding.
Named Entity Recognition (NER) Annotation tool for SpaCy. Generates Traning Data as a JSON which can be readily used.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Quantitative analysis, strategies and backtests
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
A proof of concept to integrate Python and Microsoft Analysis Services
A fast, extensible, transparent python library for backtesting quantitative strategies.
Common financial risk and performance metrics. Used by zipline and pyfolio.
portfolio construction and quantitative analysis
Python package for timeseries analysis and manipulation
Python package to generate stock portfolios
Python wrapper for an unofficial Yahoo Finance API
Python client for Alpaca's trade API
[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
A Python Pandas implementation of technical analysis indicators
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
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…