Stefan Jansen

machine-learning-for-trading. Code for Machine Learning for Trading, 3rd edition — from data sourcing to live execution.

zipline-reloaded. Zipline, a Pythonic Algorithmic Trading Library

alphalens-reloaded. Performance analysis of predictive (alpha) stock factors

pyfolio-reloaded. Portfolio and risk analytics in Python

python-algorithms. Collection of algorithm implementations from various sources plus own creations.

synthetic-data-for-finance. Material for QuantUniversity talk on Sythetic Data Generation for Finance.

empyrical-reloaded. Common financial risk and performance metrics. Used by zipline and pyfolio.

bcolz-zipline. A columnar data container that can be compressed.

stock-analysis-engine. Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/

topic-modeling. HTML

spaCy-tutorial. HTML

yfinance. Yahoo! Finance market data downloader (+faster Pandas Datareader)

alphatools. Quantitative finance research tools in Python

word2vec-translation. HTML

backtrader. Python Backtesting library for trading strategies

research_public. Quantitative research and educational materials

nasdaq_orderbook_reconstructor. Nasdaq Order Book Reconstructor

awesome-deep-learning. A curated list of awesome Deep Learning tutorials, projects and communities.

awesome-deep-learning-papers. The most cited deep learning papers

exchange_calendars. Calendars for various securities exchanges.

fecon235. Computational data tools for financial economics. Keywords: Jupyter notebook pandas statistics GDP inflation CPI PCE Fed FRED Ferbus unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency Eurozone euro yen FX USD EUR JPY XAU gold Brent WTI oil Holt-Winters time-series forecasting econometrics

pandas-cookbook. Recipes for using Python's pandas library

pandas_market_calendars. Exchange calendars to use with pandas for trading applications

algorithm-component-library. A collection of code snippets that can be constructed into larger trading algorithms.

pipeline-live. Pipeline Extension for Live Trading

pytudes. Python programs to practice or demonstrate skills.

Deep-Learning-Boot-Camp. A nonprofit community run, 5-day Deep Learning Bootcamp

ta-lib. Python wrapper for TA-Lib (http://ta-lib.org/).

eventkit. Event-driven data pipelines

prickle. A Python toolkit for high-frequency trade research.

ta-lib-feedstock. A conda-smithy repository for ta-lib.

bitcoinbook. Mastering Bitcoin 2nd Edition - Programming the Open Blockchain

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

PyMC3_DataScienceLA. PyMC3 tutorial for DataScience LA (January 2017)

ib_insync. Python sync/async framework for Interactive Brokers API

zipline-reloaded-feedstock. A conda-smithy repository for zipline-reloaded.

libpy. Utilities for writing C++ extension modules.

bcolz-zipline-feedstock. A conda-smithy repository for bcolz-zipline.

pydata-sphinx-theme. Bootstrap-based sphinx theme from the PyData community

exchange-calendars-feedstock. A conda-smithy repository for exchange-calendars.

pdfplumber. Plumb a PDF for detailed information about each char, rectangle, line, et cetera — and easily extract text and tables.

LightGBM. A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

census_geocoder. Facilitates the use of the Census Geocoding Service API in batch format

lifetimes. Lifetime value in Python

kaggle-setup. Automate kaggle data download and ML docker container setup

awesome-deep-vision. A curated list of deep learning resources for computer vision

reveal.js. The HTML Presentation Framework