Statistical Rethinking (2nd ed.) with NumPyro

A PhD course in Applied Econometrics and Panel Data

A robust, efficient and modular library for general-purpose probabilistic programming

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Notebooks based on financial machine learning.

ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)

Quantnet: SFE quantlets

Probabilistic time series modeling in Python

A collection of design patterns/idioms in Python

Collection of algorithms for online portfolio selection

Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code

A scikit-learn compatible Python toolbox for learning with time series data

Gaussian processes in TensorFlow

A library to model multivariate data using copulas.

An open source library for portfolio optimisation

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

Python copulas library for dependency modeling

SdePy: Numerical Integration of Ito Stochastic Differential Equations

PCA that iteratively replaces missing data

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Generate realizations of stochastic processes in python.

A python library for Bayesian time series modeling

The Prefect Core automation engine

Python implementation of Multivariate Singular Spectrum Analysis (MSSA)

enlopy is an open source python library with methods to generate, process, analyze, and plot energy related timeseries.

Open source time series library for Python