robertmartin8 的其他开源项目
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
#计算机科学#Using python and scikit-learn to make stock predictions
My Obsidian Second Brain setup
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Zipline, a Pythonic Algorithmic Trading Library
Quantitative research and educational materials
Common financial risk and performance metrics. Used by zipline and pyfolio.
#计算机科学#A high-performance algorithmic trading platform and event-driven backtester
Performance analysis of predictive (alpha) stock factors
Code implementation of the Quantigic 101 Formulaic Alphas
#计算机科学#Using python and scikit-learn to make stock predictions
Avellaneda-Stoikov HFT market making algorithm implementation
One-off scripts/analysis, usually to accompany my blog posts.
Open sourced research notebooks by the QuantConnect team.
Portfolio and risk analytics in Python
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity