Topic: "equity-markets"
jerryxyx/AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
Language: Jupyter Notebook - Size: 10.1 MB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 275 - Forks: 125
boyac/pyFolio
Performance attribution analysis, value investment, original investment ideas, alpha seeking
Language: Jupyter Notebook - Size: 3.62 MB - Last synced at: 4 months ago - Pushed at: 5 months ago - Stars: 17 - Forks: 5
soumendrak/stock_price_change_alert
Send SMS if any of the predefined share price fluctuates above a certain customizable level.
Language: Python - Size: 11.7 KB - Last synced at: 4 months ago - Pushed at: almost 8 years ago - Stars: 16 - Forks: 5
Ignacio1996/stocks-simple-api
Simple Stocks Fetching API made with Node.js and Express.js
Language: JavaScript - Size: 75.2 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 3
scawful/premia
Risk Premia Trading Client
Language: C++ - Size: 10.5 MB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 6 - Forks: 1
csatzky/empirical-analysis-of-asset-pricing-beliefs
In this study, I empirically and statistically investigate the credibility of common asset pricing beliefs using data from S&P 500® constituents from January 2010–December 2020.
Size: 711 KB - Last synced at: 7 months ago - Pushed at: almost 4 years ago - Stars: 6 - Forks: 0
zavtech/morpheus-quandl
An adapter that returns Morpheus DataFrames from Quandl.com
Language: Java - Size: 18.6 KB - Last synced at: 7 days ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 1
alishersuyunov/opendatauzb
Downloading available datasets from an official open data source of Uzbekistan
Language: R - Size: 529 KB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 1 - Forks: 0
Jack-cky/Anti-MPT
A trading bot that challenges Modern Portfolio Theory by leveraging reinforcement learning to trade a single stock.
Language: Python - Size: 18.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0
boomelage/Optimisation-and-the-Efficient-Frontier
Language: Python - Size: 846 KB - Last synced at: 6 days ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0
GGCapital/Parier Fork of FrescoFlacko/parier
An Equity Betting platform built on Solana.
Size: 497 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0
jeckonov/Financial-analysis
Automatized-analysis-via-yfinance-API. First-notebook -> Value at Risk at various confidence level for multiple assets
Language: Jupyter Notebook - Size: 571 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 1
Jhonattanln/Factor-Investing
Factor Investing - Brasilian assests
Language: Python - Size: 39.2 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0
yniu87/EquityPremium Fork of nrocco1/Data_Science_Project
Machine Learning Approach to Equity Premium Prediction
Language: Jupyter Notebook - Size: 14.3 MB - Last synced at: over 1 year ago - Pushed at: almost 6 years ago - Stars: 1 - Forks: 2
pSnehanshu/stock-market-botmaker
Design trading strategies and export bot as python file.
Language: JavaScript - Size: 126 KB - Last synced at: over 2 years ago - Pushed at: about 6 years ago - Stars: 1 - Forks: 2
sguduguntla/Mercari-LAHacks
Essentially we are connecting individuals with ideas to individuals that can make those ideas into a reality.
Language: JavaScript - Size: 48.2 MB - Last synced at: over 1 year ago - Pushed at: over 9 years ago - Stars: 1 - Forks: 1
shreyasxi/PEAD-Anomaly-in-US-Equities
This repository explores whether earnings surprises predict stock returns in US markets (2000–2023). It uses an event study approach and tests for abnormal returns under different asset pricing models. It also runs regressions to see if earnings surprises predict returns beyond firm-specific factors.
Language: Jupyter Notebook - Size: 36.2 MB - Last synced at: 8 days ago - Pushed at: 8 days ago - Stars: 0 - Forks: 0
SushalReddySabbella/OFI-Feature-Engineering
"Order Flow Imbalance (OFI) signal construction and PCA-based feature compression for equity markets"
Language: Jupyter Notebook - Size: 601 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
guilhermessc/VaR-threshold-and-confidence-interval
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
Language: Jupyter Notebook - Size: 2.55 MB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0
Pranav-20186017/HP_Calculator
A Simple Python Script to Caculated the Percentage of Amount Invested in each equity by parsing the holdings statement in csv format
Language: Jupyter Notebook - Size: 11.7 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
gouravdidwania/Portfolio-Optimizing-System
Model to filter out specified number of bad stocks each month from our portfolio and add better performing stocks from a given wide range of stocks.
Language: Jupyter Notebook - Size: 85.9 KB - Last synced at: over 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
zavtech/morpheus-google
An adapter that returns Morpheus DataFrames from Google Finance
Language: Java - Size: 19.5 KB - Last synced at: about 2 years ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 1