Skip to content

@hudson-and-thames Hudson and Thames Quantitative Research

Change the repository type filter

All

    Repositories list

    23 repositories

    • EdgarSEC

      Public
      0•1•0•0•Updated Aug 21, 2024Aug 21, 2024

    • arbitragelab

      Public
      ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best acad…
      Python
      •
      BSD 3-Clause "New" or "Revised" License
      •223•682•4•3•Updated May 19, 2024May 19, 2024

    • arbitrage_research

      Public
      Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
      Jupyter Notebook
      •
      BSD 3-Clause "New" or "Revised" License
      •71•155•1•0•Updated May 2, 2024May 2, 2024

    • guide_to_modern_portfolio_optimization

      Public
      5•14•0•0•Updated Mar 10, 2024Mar 10, 2024

    • definitive_guide_to_pairs_trading

      Public
      5•10•1•0•Updated Mar 10, 2024Mar 10, 2024

    • backtest_tutorial

      Public
      Jupyter Notebook
      •
      MIT License
      •52•159•0•0•Updated Jan 9, 2024Jan 9, 2024

    • mlfinlab

      Public
      MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools…
      pythonfinancemachine-learning
      pythonfinancemachine-learningresearchtradinginvestingportfolio-optimizationquantitative-financealgorithmic-tradingportfolio-management
      Python
      •
      Other
      •1.3k•4.9k•44•5•Updated Oct 2, 2023Oct 2, 2023

    • pykalman

      Public
      Kalman Filter, Smoother, and EM Algorithm for Python
      Python
      •
      Other
      •404•13•0•0•Updated Sep 4, 2023Sep 4, 2023

    • mlfinlab-quickstart

      Public
      Python
      •
      GNU General Public License v3.0
      •5•7•1•0•Updated Aug 30, 2023Aug 30, 2023

    • example-data

      Public
      6•6•0•0•Updated Aug 15, 2023Aug 15, 2023

    • example-notebooks

      Public
      Jupyter Notebook
      •19•21•0•1•Updated Jul 11, 2023Jul 11, 2023

    • a-practitioners-guide-to-the-ONC-algorithm

      Public
      Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science
      Jupyter Notebook
      •7•20•0•0•Updated Jun 8, 2023Jun 8, 2023

    • betting-against-beta

      Public
      This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
      Python
      •
      MIT License
      •16•9•0•0•Updated Mar 29, 2023Mar 29, 2023

    • meta-labeling

      Public
      Code base for the meta-labeling papers published with the Journal of Financial Data Science
      Jupyter Notebook
      •41•101•2•0•Updated Mar 10, 2023Mar 10, 2023

    • SecondBrain

      Public
      JavaScript
      •2•48•0•0•Updated Oct 4, 2022Oct 4, 2022

    • MolecularNotes

      Public
      My Obsidian Second Brain setup
      Python
      •
      MIT License
      •68•0•0•0•Updated Jun 26, 2022Jun 26, 2022

    • interview_april

      Public
      Interview question for the jr Data Science / Machine Learning Engineer.
      0•4•0•0•Updated Apr 23, 2022Apr 23, 2022

    • june_applications_21

      Public
      Skillset Challenge for the Apprenticeship Program, June 2021.
      Jupyter Notebook
      •14•11•0•3•Updated Jan 8, 2022Jan 8, 2022

    • march_applications_21

      Public
      Skillset Challenge for the Apprenticeship Program
      Jupyter Notebook
      •14•22•0•5•Updated Jan 8, 2022Jan 8, 2022

    • portfoliolab

      Public
      PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
      pythonfinancemachine-learning
      pythonfinancemachine-learningresearchtradinginvestingportfolio-optimizationquantitative-financealgorithmic-tradingportfolio-management
      Other
      •50•183•3•0•Updated Dec 2, 2021Dec 2, 2021

    • hudsonthames-sphinx-theme

      Public
      Sphinx theme for Hudson and Thames documentation
      CSS
      •
      Other
      •1•3•0•0•Updated Nov 3, 2021Nov 3, 2021

    • oct_applications_21

      Public
      Applications to the apprenticeship program, October 2021.
      5•1•0•3•Updated Oct 23, 2021Oct 23, 2021

    • marbles

      Public
      Read better test failures.
      Python
      •
      MIT License
      •22•3•0•0•Updated Oct 27, 2020Oct 27, 2020
    ProTip! When viewing an organization's repositories, you can use the props. filter to filter by custom property.