Stars
FinGPT: Open-Source Financial Large Language Models! Revolutionize 🔥 We release the trained model on HuggingFace.
A python library for user-friendly forecasting and anomaly detection on time series.
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
Pythin functionality for getting different data from Bloomberg: prices, implied vols, fundamentals
Pytorch-based framework for solving parametric constrained optimization problems, physics-informed system identification, and parametric model predictive control.
Hidden Markov Models in Python, with scikit-learn like API
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
Python library for portfolio optimization built on top of scikit-learn
Python implementation of ARFIMA process with an aim to simulate series.
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Current and Historical Lists of S&P 500 components since 1996
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting with different loss functions in Tensorflow. We have compar…
Badger DAO's EVM multisig operations.
A flexible framework for visualizing data and automated creation of reports.
🦄 The unofficial Python client for the Uniswap exchange.
Uniswap arbitrage problem analysis
A python interface for interacting with the Ethereum blockchain and ecosystem.
This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK’ at University of Copenhagen.
Detailed and tailored guide for undergraduate students or anybody want to dig deep into the field of AI with solid foundation.
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Public code for our paper https://ssrn.com/abstract=3958331
📚 Playground and cheatsheet for learning Python. Collection of Python scripts that are split by topics and contain code examples with explanations.