Rory Mackay's Projects
High performance datastore for time series and tick data
Coursera Data Science course files
The Leek group guide to data sharing
Common financial risk and performance metrics. Used by zipline and pyfolio.
Notebooks and code for the book "Introduction to Machine Learning with Python"
This is an LSTM stock prediction using Tensorflow with Keras on top.
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Python for Finance (O'Reilly)
Systematic Trading in python
Zipline, a Pythonic Algorithmic Trading Library