Code and templates for Linzenich, J., and Meunier, B. (2024). "Nowcasting Made Easier: a Toolbox for Real-Time Predictions". Working Paper Series, No 3004, European Central Bank

Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"

Companion webpage to the book "Mathematics For Machine Learning"

Performance analysis of predictive (alpha) stock factors

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

SAIS: Sustainable Finance Applications and Methods - Data Repo

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Macrosynergy Quant Research

Python toolkit for quantitative finance

Machine Learning in Asset Management (by @firmai)

Curated list of Python resources for data science.

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

Portfolio analytics for quants, written in Python

Code for 'The Art of Statistics'