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An efficient tool for large-scale correlation network analysis
A high-performance C++ orderbook engine with microsecond-level latency, supporting multiple ordertypes, price-time priority matching and real time data integration from Binance
R function to implement the Adaptive Beta Shrinkage (ABS) covariance matrix estimator.
Natural Gradient Boosting for Probabilistic Prediction
TESSERA is a foundation model that can process time-series satellite imagery for applications such as land classification and canopy height prediction. Developed at the University of Cambridge, it …
A large (+2500) collection of color maps for Python
This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).
Easily create and customize bump charts in Python
A small library for creating pretty heatmaps of daily data.
Calendar heatmaps made super simple and highly customizable
The hofa package contains an extensive toolkit for factor analysis based on higher-order multi-cumulant in R. The package is complementary to the PerformanceAnalytics package which uses factor mode…
This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the time series forecasting research space.
small code to implement marx transformation of macro data
Python codes for "Dual Interpretation of Machine Learning Forecasts"
Welcome to the "Shell Scripting Zero to Hero" repository, your comprehensive guide to mastering Bash shell scripting for real-world corporate scenarios. Whether you're a beginner looking to automat…
Official implementation of "Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting" (KDD'25), a novel online time series forecasting framework.
Recipes for using Python's pandas library
Convert unstructured text into structured datasets
Minimalist CLI application for time tracking across clients and tasks
Includes the exercises and chapter summaries of Marcos Lopez de Prado's Advances in Financial Machine Learning
Drop your resources for quant and related to that here
A SEC EDGAR MCP (Model Context Protocol) Server