nasgoncalves Goto Github PK

microsoftwontfixlist

A list of vulnerabilities or design flaws Microsoft does not intend to fix. Since the number is growing, I decided to make a list.

ml-hft

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

ml_projection_toolbox

Simple wrapper for machine learning models in the context of lead-lag projection modelling.

mlfinlab

public version of MLFINLAB from Hudson-Thames

mlfinlab-1

mlfinlab-updated

nasgoncalves.github.io

noknow-python

Zero-Knowledge Proof Implementation for Passwords and Other Secrets

opentracing-tutorial

pairs-trading-as-application-to-the-ornstein-uhlenbeck-process

A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real data.

pandarallel

A simple and efficient tool to parallelize Pandas operations on all available CPUs

py-market-profile

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

pycurve

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

r-nasg.dummy

Dummy role to test ansible roles with molecule and goss.

regime_model

detecting regime of financial market

rustpython

A Python Interpreter written in Rust

scrapy-idealista

Scrapping data from Real Estate site www.idealista.com

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

shapley_regressions

Statistical inference on machine learning or general non-parametric models

terraform-up-and-running-code

Code samples for the book "Terraform: Up & Running" by Yevgeniy Brikman

thesis2

tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

trade-suite

Trading Suite

trading-utils

Collection of scripts and utilities for stock market analysis, strategies etc

tradingview-optimizer-extension

OptiPie is an open source strategy optimizer automation tool for TradingView written in js.

tseries-patterns

trend / momentum and other patterns in financial timeseries

twitter_activated_crypto_trading_bot

Buys crypto through keyword detection in new tweets. Executes buy in 1 second and holds for a given time (e.g. Elon tweets 'doge', buys Dogecoin and sells after 5 minutes). Tested on Kraken and Binance exchanges

vmprotect-3.5.1

winapi-tricks

Collection of various WINAPI tricks / features used or abused by Malware