Roarke McNaught's Projects
A PhD course in Applied Econometrics and Panel Data
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
:beer::penguin: The Homebrew package manager for Linux
Food for Mind - Master in Quantitative Finance - University of Bologna
A library to model multivariate data using copulas.
Basic Auth and Plotly Authentication for Dash Apps
Free online resources for learning data science.
Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code
ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)
enlopy is an open source python library with methods to generate, process, analyze, and plot energy related timeseries.
Probabilistic time series modeling in Python
Gaussian processes in TensorFlow
Bayesian Optimization using GPflow
Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
One Dark theme for IntelliJ IDEA, PhpStorm, PyCharm, RubyMine, WebStorm
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Custom Jupyter Notebook Themes
Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.
Multivariate Adaptive Regression Splines for Time Series Prediction
MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
iversity course -- python implementation
node.js example
The fundamental package for scientific computing with Python.
An open source library for portfolio optimisation
research papers
Code, Notebooks and Examples from Practical Business Python
PCA that iteratively replaces missing data
The Prefect Core automation engine
Python copulas library for dependency modeling