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stefan-jansen /machine-learning-for-trading

Jupyter Notebook22K5.8K

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

rlabbe /Kalman-and-Bayesian-Filters-in-Python

Jupyter Notebook19K4.5K

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.