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GitHub / BlackArbsCEO / Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/BlackArbsCEO%2FAdv_Fin_ML_Exercises

Stars: 1,632
Forks: 625
Open Issues: 43

License: mit
Language: Jupyter Notebook
Repo Size: 4.95 MB
Dependencies: 185

Created: about 6 years ago
Updated: 19 days ago
Last pushed: over 1 year ago
Last synced: 18 days ago

Files

Readme

Dependencies

requirements.txt pypi

Automat ==0.7.0
Babel ==2.6.0
Bottleneck ==1.2.1
Cython ==0.28.5
Jinja2 ==2.10
Mako ==1.0.7
MarkupSafe ==1.1.0
PyJWT ==1.7.1
PySocks ==1.6.8
PyStore ==0.1.5
PyYAML ==3.13
Pygments ==2.3.1
Send2Trash ==1.5.0
Sphinx ==1.8.4
Theano ==1.0.2
Twisted ==19.7.0
aiohttp ==3.4.4
alabaster ==0.7.12
appdirs ==1.4.3
arch ==4.7.0
arrow ==0.12.1
asn1crypto ==0.24.0
async-timeout ==3.0.0
atomicwrites ==1.2.1
attrs ==18.1.0
awscli ==1.16.111
backcall ==0.1.0
binaryornot ==0.4.4
bleach ==2.1.4
bokeh ==0.13.0
botocore ==1.12.101
cached-property ==1.5.1
certifi ==2018.11.29
cffi ==1.11.5
chardet ==3.0.4
click ==6.7
cloudpickle ==0.5.5
colorama ==0.3.9
constantly ==15.1.0
convertdate ==2.1.3
cookiecutter ==1.6.0
coverage ==4.5.2
cryptography ==2.5
cycler ==0.10.0
cytoolz ==0.9.0.1
dask ==1.0.0
decorator ==4.3.0
descartes ==1.1.0
distributed ==1.25.2
docutils ==0.14
empyrical ==0.3.4
engarde ==0.4.0
entrypoints ==0.2.3
ephem ==3.7.6.0
fastparquet ==0.1.6
fbprophet ==0.4
ffn ==0.3.4
flake8 ==3.6.0
future ==0.17.1
h5py ==2.9.0
heapdict ==1.0.0
holidays ==0.9.8
html5lib ==1.0.1
hyperlink ==18.0.0
idna ==2.8
iex-downloader ==0.0.1
imagesize ==1.1.0
imbalanced-learn ==0.4.3
incremental ==17.5.0
ipykernel ==4.9.0
ipython ==6.5.0
ipython-genutils ==0.2.0
ipywidgets ==7.4.2
jedi ==0.12.1
jinja2-time ==0.2.0
jmespath ==0.9.3
joblib ==0.12.5
jsonschema ==2.6.0
jupyter-client ==5.2.3
jupyter-core ==4.4.0
kiwisolver ==1.0.1
llvmlite ==0.26.0
locket ==0.2.0
logzero ==1.5.0
lunardate ==0.2.0
lxml ==4.2.5
matplotlib ==3.0.2
mccabe ==0.6.1
missingno ==0.4.1
mistune ==0.8.3
mizani ==0.5.3
mkl-fft ==1.0.6
mkl-random ==1.0.2
monthly-returns-heatmap ==0.0.11
more-itertools ==4.3.0
msgpack ==0.5.6
multidict ==4.3.1
nb-conda ==2.2.1
nb-conda-kernels ==2.1.0
nbconvert ==5.3.1
nbformat ==4.4.0
notebook ==5.7.4
numba ==0.41.0
numpy ==1.15.4
packaging ==19.0
palettable ==3.1.1
pandas ==0.23.4
pandas-datareader ==0.7.0
pandas-market-calendars ==0.21.1
pandocfilters ==1.4.2
parso ==0.3.1
partd ==0.3.8
patsy ==0.5.0
pexpect ==4.6.0
pickleshare ==0.7.4
plotly ==3.4.2
plotnine ==0.5.1
pluggy ==0.7.1
poyo ==0.4.2
prometheus-client ==0.3.1
prompt-toolkit ==1.0.15
psutil ==5.4.7
psycopg2 ==2.7.6.1
ptyprocess ==0.6.0
py ==1.6.0
pyOpenSSL ==19.0.0
pyarrow ==0.11.1
pyasn1 ==0.4.4
pyasn1-modules ==0.2.2
pycodestyle ==2.4.0
pycparser ==2.19
pyflakes ==2.0.0
pyfolio ==0.8.0
pygpu ==0.7.6
pymc3 ==3.6
pyparsing ==2.3.1
pystan ==2.18.1.0
pytest ==3.7.4
pytest-runner ==4.2
python-dateutil ==2.7.3
python-dotenv ==0.10.1
python-snappy ==0.5.3
pytz ==2018.9
pyzmq ==17.1.2
requests ==2.21.0
retrying ==1.3.3
rsa ==3.4.2
s3transfer ==0.2.0
scikit-learn ==0.20.2
scikit-misc ==0.1.1
scipy ==1.1.0
seaborn ==0.9.0
service-identity ==17.0.0
simplegeneric ==0.8.1
simplejson ==3.16.0
six ==1.12.0
snowballstemmer ==1.2.1
sortedcontainers ==2.0.5
sphinxcontrib-websupport ==1.1.0
src ==0.0.1
statsmodels ==0.9.0
tabulate ==0.8.2
tblib ==1.3.2
terminado ==0.8.1
testpath ==0.3.1
thrift ==0.11.0
timeutils ==0.3.2
toolz ==0.9.0
tornado ==5.0.2
tqdm ==4.28.1
traitlets ==4.3.2
tzlocal ==1.5.1
urllib3 ==1.24.1
uvloop ==0.11.3
watermark ==1.6.1
wcwidth ==0.1.7
webencodings ==0.5.1
websocket-client ==0.54.0
websockets ==7.0
whichcraft ==0.5.2
widgetsnbextension ==3.4.2
wrapt ==1.10.11
yarl ==1.2.6
zict ==0.1.3
zope.interface ==4.5.0