rotradam Goto Github PK

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

crypto-features-

Consistent from downloading to feature engineering from historical and raw data of cryptocurrency CEXs.

dlmm-sdk

An SDK for building applications on top of Dynamic CLMM

f20_stat_arb

funding-rate-arbitrage

Funding rate arbitrage on cryptocurrency.

greet

jovian-careers-responsive-live

responsive version of jovian careers site

learn-html-1

machine-learning-for-algorithmic-trading-second-edition_original

Machine Learning for Algorithmic Trading, Second Edition - published by Packt

maximum-entropy-spectrum

mlfinlab

mlfinlab-1-ps

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

moon

moy-sdk

noone-apr

noones-greet-1

noones_py

ntscraper

Scrape from Twitter using Nitter instances

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

py-liquidation-map

Visualize Liquidation Map from actual execution data.

pyfolio

Portfolio and risk analytics in Python

quantstats

Portfolio analytics for quants, written in Python

rl-in-portfolio-management

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.

rotradam

Config files for my GitHub profile.

test-buy

test-mag

thir

ghk

tuneta

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models