Lecture 1: Introduction to Research — [📝Lecture Notebooks] [
Lecture 2: Introduction to Python — [📝Lecture Notebooks] [
Lecture 3: Introduction to NumPy — [📝Lecture Notebooks] [
Lecture 4: Introduction to pandas — [📝Lecture Notebooks] [
Lecture 5: Plotting Data — [📝Lecture Notebooks] [[
seanahmad
seanahmad
/ list.md
Created
December 26, 2021 22:33
— forked from ih2502mk/list.md
Quantopian Lectures Saved
seanahmad
/ cpi-cut-number
Created
December 22, 2021 02:54
— forked from jkr216/cpi-cut-number
cpi cut number
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| ```{r include = FALSE} | |
| library(tidyverse) | |
| library(tidyquant) | |
| library(timetk) | |
| library(readxl) | |
| library(plotly) | |
| library(scales) | |
| library(formattable) | |
| library(fredr) | |
| library(broom) |
seanahmad
/ gist:ca11cf5ea9008600750736d6d3d5b483
Created
December 19, 2021 22:56
— forked from jkr216/gist:417bd24a1bf5d4211adaf2f29be9b3a1
CPI Components to GT table
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| library(tidyverse) | |
| library(tidyquant) | |
| library(timetk) | |
| library(formattable) | |
| library(scales) | |
| library(fredr) | |
| library(fredr) | |
| library(gt) | |
| cpi_components_manual <- |
seanahmad
/ crypto gtExtra
Created
December 19, 2021 19:38
— forked from jkr216/crypto gtExtra
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| --- | |
| title: "Untitled" | |
| output: html_document | |
| --- | |
| ```{r include = FALSE} | |
| library(tidyverse) | |
| library(tidyquant) | |
| library(timetk) | |
| library(readxl) |
seanahmad
/ STA4505-FPCA.ipynb
Created
December 9, 2021 01:12
— forked from sebjai/STA4505-FPCA.ipynb
STA4505-FPCA
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seanahmad
/ PriceLimitSim.ipynb
Created
December 9, 2021 00:59
— forked from sebjai/PriceLimitSim.ipynb
Algo Trading Book Price Limiter (Chapter 7.2 of of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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seanahmad
/ short_term_alpha.ipynb
Created
December 9, 2021 00:56
— forked from sebjai/short_term_alpha.ipynb
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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seanahmad
/ STA2536-exponential-MixtureModel.ipynb
Created
December 9, 2021 00:51
— forked from sebjai/STA2536-exponential-MixtureModel.ipynb
Estimation exponential mixture models
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seanahmad
/ OrderFlow.ipynb
Created
December 9, 2021 00:49
— forked from sebjai/OrderFlow.ipynb
Optimal trading with order-flow and short-term alpha
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seanahmad
/ Execution_Limit_MarketOrder.ipynb
Created
December 9, 2021 00:47
— forked from sebjai/Execution_Limit_MarketOrder.ipynb
Implementation of optimal execution using limit and market orders from Chap 8.5 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, & Penalva (2015) Cambridge University Press
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