Stefan Jansen

Results 8 repositories owned by Stefan Jansen

machine-learning-for-trading

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Code for Machine Learning for Algorithmic Trading, 2nd edition.

synthetic-data-for-finance

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Material for QuantUniversity talk on Sythetic Data Generation for Finance.

alphalens-reloaded

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Performance analysis of predictive (alpha) stock factors

empyrical-reloaded

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Common financial risk and performance metrics. Used by zipline and pyfolio.

pyfolio-reloaded

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Portfolio and risk analytics in Python

python-algorithms

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Collection of algorithm implementations from various sources plus own creations.

zipline-reloaded

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Zipline, a Pythonic Algorithmic Trading Library

stock-analysis-engine

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Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for buil...