Stefan Jansen

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

Companion code for the book Machine Learning for Algorithmic Trading, 150+ Jupyter notebooks taking you from raw market data through ML model training to backtested trading strategies on historical prices.

Zipline, a Pythonic Algorithmic Trading Library

Portfolio and risk analytics in Python

Performance analysis of predictive (alpha) stock factors

Material for QuantUniversity talk on Sythetic Data Generation for Finance.

Common financial risk and performance metrics. Used by zipline and pyfolio.

Collection of algorithm implementations from various sources plus own creations.

A columnar data container that can be compressed.

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/

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

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Quantitative finance research tools in Python

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Python Backtesting library for trading strategies

Nasdaq Order Book Reconstructor

Quantitative research and educational materials

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

Calendars for various securities exchanges.

The most cited deep learning papers

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

Exchange calendars to use with pandas for trading applications

Recipes for using Python's pandas library

A collection of code snippets that can be constructed into larger trading algorithms.

Python programs to practice or demonstrate skills.

A nonprofit community run, 5-day Deep Learning Bootcamp

Pipeline Extension for Live Trading

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

Event-driven data pipelines

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

Python sync/async framework for Interactive Brokers API

A Python toolkit for high-frequency trade research.

A conda-smithy repository for ta-lib.

A conda-smithy repository for zipline-reloaded.

Mastering Bitcoin 2nd Edition - Programming the Open Blockchain

PyMC3 tutorial for DataScience LA (January 2017)

Utilities for writing C++ extension modules.

Web interface for browsing, search and filtering recent arxiv submissions

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.

A conda-smithy repository for exchange-calendars.

A conda-smithy repository for bcolz-zipline.

A curated list of deep learning resources for computer vision

Automatically exported from code.google.com/p/aima-data

Mask R-CNN for object detection and instance segmentation on Keras and TensorFlow

Lifetime value in Python

Bootstrap-based sphinx theme from the PyData community

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

Automate kaggle data download and ML docker container setup

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

The HTML Presentation Framework

Minimal Pythonic Interface Definitions

Patch asyncio to allow nested event loops

A place to submit conda recipes before they become fully fledged conda-forge feedstocks

PyTorch implementation for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)

Twitter for Python!

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Quickly start YARN cluster on EC2

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Python implementation of algorithms from Russell And Norvig's "Artificial Intelligence - A Modern Approach"

Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, C++ and more

Computation using data flow graphs for scalable machine learning

scikit-learn: machine learning in Python

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

Integrated set of Django applications addressing authentication, registration, account management as well as 3rd party (social) account authentication. Visit http://jug.gl for a live demo ...