Wilson Freitas

awesome-quant. A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

python-bcb. Python interface to Brazilian Central Bank web services

rbcb. R interface to Brazilian Central Bank web services

python-bizdays. Business days calculations and utilities

R-fixedincome. Fixed income tools for R

R-bizdays. Business Days Calculations and Utilities

brasa. Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM

online-books. A list of online book of my own interest

heston-model. C++

oplib. Option Volatility and Pricing Models.

AFML. Code implementations of my studies on the book Advances in Financial Machine Learning

rb3. A bunch of downloaders and parsers for data delivered from B3

numbersBR. Validations, comparisons and formatting for brazilian numbers: CPF, CNPJ, and others.

brazilian-securities-lectures. Pricing Brazilian Securities Lectures

csvgrep. Easy and funny searches on text delimited files

python-fixedincome. A prototype module for fixed income calculation in Python

pydata-sp-2017-01. Material da palestra de Modelagem de Séries Temporais em Python apresentada no PyData-SP em fevereiro/2017

pandas-datareader. Extract data from a wide range of Internet sources into a pandas DataFrame.

copom. Term Structure Interpolation Considering Regulators Meetings

gs-quantitative-strategies-research-notes. Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)

rb3-ufrgs-2023. HTML

ML_Finance_Codes. Machine Learning in Finance: From Theory to Practice Book

Curso-Intro-R. Curso de introdução ao R

machine-learning. Content for Udacity's Machine Learning curriculum

shinyapp-curvapre. Aplicação Shiny para visualização da curva de juros prefixados dos contratos futuros de Taxa DI

cvm-funds-php. PHP application to download files with information about funds from CVM

MorthIO_TitulosPublicos_ANBIMA. Preços e Taxas de Títulos Públicos Federais divulgados diariamente pela ANBIMA

estrategias-de-trading. Material de Laboratório do Curso de Estratégias de Trading

construindo-um-banco-de-dados-financeiro. Um projeto simples para um PIPELINE de dados financeiros no R

MorthIO_VNATitulosPublicos_ANBIMA. VNA de Títulos Públicos ANBIMA

1001. 1001 algorithms you must implement before you die

darts. A python library for easy manipulation and forecasting of time series.

Hurst-Exponent-Trading-Strategy. Jupyter Notebook

kyd-downloader. Google cloud functions to implement a fully automatic download system

wilsonfreitas.github.io. Minha página pessoal em português.

grupysp-julho-2015. Apresentação sobre bizdays para o Grupy-SP no CTEC7 da 7comm em 16 de julho de 2015

cvmweb. Python

scraps. Python

taxa_di. Taxa DI

modelos-garch. HTML

AQFED.jl. Julia package for the book "Applied Quantitative Finance for Equity Derivatives"

shinyapp-stock-analysis. R

academicpages.github.io. Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

TimeSeriesAnalysisWithPython. Jupyter Notebook

scipyla-2021-tutorial-timeseries. Jupyter Notebook

ffn. ffn - a financial function library for Python

shinyapp-opApp. R

regexparser. Simple parser for small text chunks

MorthIO_TaxasVNATitulosPublicos_ANBIMA. Taxas de correção do VNA dos Títulos Públicos

ML_for_Hackers. Code accompanying the book "Machine Learning for Hackers"