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Here I collect some Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.

  1. Comparing some Lazy Portfolios
  2. Exploratory Data Analysis (EDA) of ETFs
  3. Comparing OLPS Algorithms on ETFs
  4. Comparing Bond ETF's in the 2008 downturn

More to come ...