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View LoveLaneAnalysis-Copy1.ipynb
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twiecki / optimize_normalizing_constant.ipynb
Last active Jan 1, 2021
Skeleton to write graph optimizer
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twiecki / stochastic_volatility_jax.ipynb
Last active Apr 13, 2021
stochastic_volatility.ipynb
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twiecki / GLM-hierarchical-jax.ipynb
Last active Apr 5, 2021
notebooks/GLM-hierarchical.ipynb
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View run_algo.py
import click
import os
import sys
import warnings
try:
from pygments import highlight
from pygments.lexers import PythonLexer
from pygments.formatters import TerminalFormatter
View gist:1f43f75470c4a5c4adfdca5b171482a8
"""
Blaze integration with the Pipeline API.
For an overview of the blaze project, see blaze.pydata.org
The blaze loader for the Pipeline API is designed to allow us to load
data from arbitrary sources as long as we can execute the needed expressions
against the data with blaze.
Data Format
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twiecki / pymc3jax.ipynb
Last active Jul 31, 2020
pymc3jax.ipynb
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twiecki / momentum.py
Last active Jul 22, 2020
momentum algo
View momentum.py
"""This algorithm is designed for validating risk model.
It can be configured to be:
* Momentum or Mean-reversion
* Sector-Neutral or not
"""
from quantopian.algorithm import attach_pipeline, pipeline_output, order_optimal_portfolio
from quantopian.pipeline import Pipeline
from quantopian.pipeline.factors import CustomFactor, SimpleMovingAverage, AverageDollarVolume, RollingLinearRegressionOfReturns, Returns
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.data import morningstar
@twiecki
twiecki / generative-rtlive.ipynb
Last active Jul 2, 2020
generative-rtlive.ipynb
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View sample.ipynb
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