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Patrick Chan's Projects

dash icon dash

Interactive, reactive web apps in pure python :star:

faceswap-gan icon faceswap-gan

A denoising autoencoder + adversarial loss for face swapping.

gemini icon gemini

Simple backtesting for sleepless cryptocurrency markets

gym-forex icon gym-forex

Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV file containing rates and indicators. Work In Progress

gym-trading icon gym-trading

Environment for reinforcement-learning algorithmic trading models

hierreg icon hierreg

Python multilevel modeling (see 'A convex optimization approach to modeling consumer heterogeneity in conjoint estimation')

kedro icon kedro

A Python library for building robust production-ready data and analytics pipelines

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

mask_rcnn icon mask_rcnn

Mask R-CNN for object detection and instance segmentation on Keras and TensorFlow

osvos-pytorch icon osvos-pytorch

PyTorch implementation of One-Shot Video Object Segmentation (OSVOS)

prophet icon prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

pyungo icon pyungo

Function dependencies resolution and execution

quant icon quant

Quantitative Finance and Algorithmic Trading

rl-portfolio-management icon rl-portfolio-management

Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)

singleshotpose icon singleshotpose

This research project implements a real-time object detection and pose estimation method as described in the paper, Tekin et al. "Real-Time Seamless Single Shot 6D Object Pose Prediction", CVPR 2018. (https://arxiv.org/abs/1711.08848).

sl-quant icon sl-quant

Companion code for the "Self Learning Quant" blog post

trading-gym icon trading-gym

Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.

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