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cif

Composite Indicators Framework for Business Cycle Analysis

courses

fast.ai Courses

d4m.py

A D4M module for Python. D4M was developed in MATLAB by Dr Jeremy Kepner

empirical_macroeconomics

This is a 12 classes course in Empirical Macroeconomics methods to identify shocks

factormodels

A python implementation of McCracken & Ng (2017) Matlab code which is used to estimate factor models and make predictions on the basis of FRED-MD (monthly) and FRED-QD (quarterly) macroeconomic databases.

mitx_6.86x

MITx 6.86x - Machine Learning with Python: from Linear Models to Deep Learning

ml-tutorial

Introduction to ML packages for the 6.86x course

options-pricing

Python code for pricing European and American options with examples for individual stock and index options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

silly-session

silly2

stockformer

StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks

us_economic_data_analysis

Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing. All analysis is based on data provided by FRED.