Page-cited GitHub Agent Skill for Advances in Financial Machine Learning
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Jul 27, 2026
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quantitative-finance
Here are 9,839 public repositories matching this topic...
Rust/PyO3 ETF pattern matching core — DTW, cosine similarity, 15-dim feature extraction. API-compatible with C++/pybind11 original.
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Jul 30, 2026 - Python
Market-making simulator with inventory management and sensitivity analysis.
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Jul 4, 2026 - Python
A Python workflow for building risk-aware portfolios and validating forecasts and loss estimates through ARIMA-GARCH, Fama-French analysis, VaR backtesting and stress testing.
python time-series portfolio-optimization quantitative-finance value-at-risk risk-management fama-french arima-garch
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Jul 29, 2026 - Jupyter Notebook
Investment Decision Support System
nlp data-science machine-learning data-mining sentiment-analysis exploratory-data-analysis neural-networks stock-price-prediction data-analysis python-3 quantitative-finance bussiness-intelligence lexicon-based
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Jun 29, 2021 - Jupyter Notebook
A pairwise time-series causality toolkit (Granger causality, transfer entropy, convergent cross mapping, DTW alignment) with notebooks stress-testing each method's assumptions and failure modes.
python time-series econometrics quantitative-finance causality dynamic-time-warping transfer-entropy granger-causality convergent-cross-mapping
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Jul 30, 2026 - Jupyter Notebook
FIFO valuation functions for R
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Feb 20, 2021 - R
An abstract data flow framework for quantitative trading
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Oct 9, 2025 - Python
Data analysis and Monte Carlo simulations of savings and retirement portfolios, and a 50/50 Bitcoin and Ethereum portfolio.
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Apr 22, 2022 - Jupyter Notebook
Codes for the final project of the course Mathematical models in Finance
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Oct 1, 2020 - MATLAB
Can On-Chain Analysis Predict Bitcoin and Cardano Returns?
machine-learning reproducible-research cryptocurrency xgboost quantitative-finance backtesting time-series-forecasting
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Jul 27, 2026 - Jupyter Notebook
Research-grade equity factor backtest. 12-1 momentum on a point-in-time S&P 500 universe, validated against Ken French's published factors.
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Jul 30, 2026 - Python
A Deep Learning framework using LSTM-GANs to generate realistic, synthetic financial market data (S&P 500) for quantitative analysis, algorithmic trading, and risk management stress testing.
python deep-learning tensorflow lstm gan quantitative-finance generative-adversarial-networks synthetic-data market-simulation time-series-generation algorithmic-trade
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Aug 2, 2026 - Jupyter Notebook
Two-way odds devigging: multiplicative, additive, power. Python.
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Aug 2, 2026 - Python
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Sep 1, 2024 - Python
평균-분산 최적 비중과 월별 리밸런싱 백테스트 | Mean-variance allocation and rebalancing backtest
python portfolio-optimization quantitative-finance asset-allocation rebalancing portfolio-project mean-variance
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Aug 2, 2026 - Python
Evidence-first A股投资研究与复盘工作台｜静态交互演示 + 可运行源码
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Aug 3, 2026 - Python
The journey of a dummy learning Math!
learning finance practice study math mathematics mathematica resources problem-solving quantitative-finance khan-academy
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Jan 1, 2026
It is a game.
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Feb 6, 2026 - Jupyter Notebook
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