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1. drmdel-lasso drmdel-lasso Public

   Forked from cran/drmdel

   Adding functions to drmdel for Lasso DRM estimation

   C

2. drmdel-lasso-code drmdel-lasso-code Public

   Code and data for the (hopefully in the future) paper on basis function selection in DRMs with Lasso

   C

3. quant_backtests quant_backtests Public

   Several strategy backtests I ran in summer of 2023

   Jupyter Notebook

4. stocks_etl_ml stocks_etl_ml Public

   ETL for stock fundamental and price data

   Jupyter Notebook

5. yfinance yfinance Public

   Forked from ranaroussi/yfinance

   Download market data from Yahoo! Finance's API

   Python