code of research （when import research

[luhongkai]

I am very interested in this book and want to do some in-depth research, but I don't understand a lot of the contents of the book. Can you publish the code of research ? Thank

[boyboi86]

I named the repo as "research". As mentioned, it's a private repo.

You can refer to the snippets of code provided. Otherwise, just state what are the areas you are in doubt. I'll answer them here.

[cl7805]

Hi, what is the python api to install research?

[Avistian]

Do you mind sharing the code for research module?

[boyboi86]

Dear all,

The "research" module is private repo. As I mentioned, I can provide some examples etc using notebook to develop more understanding with some of my opinions.

I hope everyone could get the best out of the book itself through self-discovery and experimental works.

I understand there might be some diffcuilties in this step, hence I provided another forked repo that was from mlfinlab. (Before they close it)

linked: https://github.com/boyboi86/mlfinlab

However, my code and their code is still very different but it's something else to refer to for algorithm purposes. If you use their code directly without reading it, it will give you wrong results plus some of their code do not work. (Previously I did contribute to fix their code and tried to provide some assistance but I believe they had a change in their business model hence whatever part of the code is erroneous, is still there. The codes will run but the results are not conceptually relevant)

As for why I am not publishing my repo, I had trouble maintaining it independently and there was a period of unhappiness when other aspiring quant are "demanding" me to fix the issues without consideration of my time.

Nevertheless, if there are issues that you are facing regarding the book or research, let me know. I'm happy to help.

P.S: Meanwhile I am researching value related algorithm. Trying to use accounting measures (Financial models) with statistical methods since conventional methods are not very relevant nowadays.

[boyboi86]

Dear all, I released my private repo today in hopes that it can help everyone, unfortunately, most method & techniques are not related to my work given we run market neutral strategy with our own proprietary algo.

Regardless, you might want to fork or star my repo (pin at my github profile call cqrlib)

My only request is:

1. DO NOT monetize it in part or in whole when you work in a highly profitable quant fund, you feel stupid to pay for my code or any code based on this book since every quant fund has their own proprietary algo, methods & strategy.. only losers make money off other's work
2. Update the code base if possible & share knowledge
3. Please credit original author (Which is me), it's basic courtesy