alphalens
rl-trading
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| alphalens | rl-trading | |
|---|---|---|
| 83 | 1 | |
| 3,089 | 4 | |
| 3.2% | - | |
| 0.0 | 0.0 | |
| 3 months ago | over 3 years ago | |
| Jupyter Notebook | Jupyter Notebook | |
| Apache License 2.0 | - |
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alphalens
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2892.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2771.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2734.0
rl-trading
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Recruiters representing Citadel has been aggressively attempting to recruit me as a software developer since mid November, offering to pay $100-150k more than the median for early/mid career developers
In the summer, I did something somewhat similar to what OP suggests above. Here's a link to the corresponding Github repository.
What are some alternatives?
quantstats - Portfolio analytics for quants, written in Python
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PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Practical_RL - A course in reinforcement learning in the wild
ydata-quality - Data Quality assessment with one line of code
alpha-zero-general - A clean implementation based on AlphaZero for any game in any framework + tutorial + Othello/Gobang/TicTacToe/Connect4 and more
py - Repository to store sample python programs for python learning
Deep-Learning-Computer-Vision - My assignment solutions for Stanford’s CS231n (CNNs for Visual Recognition) and Michigan’s EECS 498-007/598-005 (Deep Learning for Computer Vision), version 2020.
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.