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Martin Lettau's Projects

awesome-jupyter icon awesome-jupyter

A curated list of awesome Jupyter projects, libraries and resources

awesome-quant icon awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

codeface icon codeface

Typefaces for source code beautification

dotshow icon dotshow

Finder Toolbar utility that makes showing & hiding .dotfiles easy.

famafrench icon famafrench

Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".

gitignore icon gitignore

A collection of useful .gitignore templates

jupyterlab-extensions icon jupyterlab-extensions

JupyterLab extensions developed by Tubi including nteract data explorer, shareable link and deep copy/cut/paste

linearmodels icon linearmodels

Linear models including instrumental variable estimators and panel data models

materials icon materials

Bonus materials, exercises, and example projects for our Python tutorials

missing_data_core icon missing_data_core

This module contains the core code for the missing data imputation proposed in the the paper "Missing Financial Data". It is intended for external distribution.

mlettau.github.io icon mlettau.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

py4fi icon py4fi

Python for Finance (O'Reilly)

py4fi2nd icon py4fi2nd

Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

pyflux icon pyflux

Open source time series library for Python

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