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Roarke McNaught's Projects

awesome-quant icon awesome-quant

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

brew icon brew

:beer::penguin: The Homebrew package manager for Linux

copulas icon copulas

A library to model multivariate data using copulas.

dash-auth icon dash-auth

Basic Auth and Plotly Authentication for Dash Apps

dbda-python icon dbda-python

Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code

dscourses20 icon dscourses20

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)

enlopy icon enlopy

enlopy is an open source python library with methods to generate, process, analyze, and plot energy related timeseries.

gluon-ts icon gluon-ts

Probabilistic time series modeling in Python

gpflow icon gpflow

Gaussian processes in TensorFlow

gpo-smc-abc icon gpo-smc-abc

Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods

ipythonscripts icon ipythonscripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

markdown-here icon markdown-here

Google Chrome, Firefox, and Thunderbird extension that lets you write email in Markdown and render it before sending.

mlfinlab icon mlfinlab

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

numpy icon numpy

The fundamental package for scientific computing with Python.

pbpython icon pbpython

Code, Notebooks and Examples from Practical Business Python

pycopula icon pycopula

Python copulas library for dependency modeling

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