AI Agent Skills

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

Book and material for the course "Time series analysis with Python" (STA-2003)

Bayesian Change-Point Detection and Time Series Decomposition

QuestDB is a high performance, open-source, time-series database

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing…

Retrieve official Federal Reserve economic series for GDP, inflation, rates, employment, money supply, and volatility research.

Multi-platform prediction market trading bot: trades weather temperature markets on Kalshi (KXHIGH series) and Polymarket using 31-member GFS ensemble forecasts + BTC 5-…

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud…

Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for…