Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Collection of notebooks about quantitative finance, with interactive python code.

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Jupyter Notebooks Collection for Learning Time Series Models

🧮 A deeper look into the Kelly Criterion

Some notebooks with powerful trading strategies.

Analyze historical market data using Jupyter Notebooks

A set of jupyter notebooks

Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

This notebook provides some skills to perform financial analysis on economical data.

A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance

Study notebooks made for learning machine learning for the Hawk team

Notebooks in financial mathematics. Ranging from risk management to portfolio management and stochastic processes for financial markets.

量化金融计算，Jupyter notebook，中文。

zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.

Trading strategy exploration with jupyter-notebook

streamlit appliations and colab notebooks with introductory material to qf in Python

Executable notebooks of market analysis.