Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
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:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
- python
- trading
- options
- options-trading
A program for financial portfolio management, analysis and optimisation.
- portfolio-management
- portfolio-optimisation
- optimisation
- finance
A library for financial options pricing written in Python.
- options
- derivatives
- derivatives-pricing
- finance
Predicts how news-driven supply-chain shocks ripple across S&P 500 stocks, with an event-study backtest and a hash-chained public prediction ledger. Built on MIT open-source SEC supply-graph code.
- cloudflare-workers
- d3
- event-study
- finance
Deterministic, dependency-free Chan-theory (缠论) structure engine + multi-market trading workstation (A-shares / HK / US / crypto) with teaching chart annotations and a mobile PWA.
Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not. If you have an idea you want me to try, submit it as a PR and I will test it and get back to you.
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
- fat-tails
- finance
- kurtosis
- market-simulation