From scratch Python implementation of the fast ICA algorithm.

Probabilistic Principal Component Analysis

Online Robust Principal Component Analysis

pca: A Python Package for Principal Component Analysis.

Principal Component Analysis (PCA) for Missing and/or Noisy Data

Instrumented Principal Components Analysis

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

Predictive yield curve modeling in reduced dimensionality

This repository provides the implementation of a handful of forecasting methods in yield curve modelling.

This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) technique on the European AAA-rated Government Bond Yield curve. Th…

A B-Spline approach to modelling the term structure of interest rate swaps.

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

Python Package: Fitting and Forecasting the yield curve

Yield Curve Flylets

This project builds a model to analyze US yield curve dataset by implementing a model consisting of PCA and DTW.

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

Backtest result archive for Momentum Trading Strategies

A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP pro…

Avellaneda-Stoikov HFT market making algorithm implementation

High Frequency Market Making

Repository for market making ideas

Collection of Models related to market making

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto,…

Easy to use backtrader UI

A backtester and spreadsheet library for security analysis.

GPU-accelerated Factors analysis library and Backtester

Predicts Daily NBA Games Using a Logistic Regression Model

Financial Markets Data Visualization using Matplotlib

Real-Time Financial Market Data Processing and Prediction application

Using Discrete Fourier transform to transform and eliminate noise in asset price time series and identify repeating patterns to exploit and backtest.