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Shagru's Projects

alphagen icon alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

autoencoders_keras icon autoencoders_keras

Automatic feature engineering using deep learning and Bayesian inference using Keras.

baselines icon baselines

OpenAI Baselines: high-quality implementations of reinforcement learning algorithms

bypy icon bypy

Python client for Baidu Yun (Personal Cloud Storage) 百度云/百度网盘Python客户端

deep_trader icon deep_trader

This project uses reinforcement learning on stock market and agent tries to learn trading. The goal is to check if the agent can learn to read tape. The project is dedicated to hero in life great Jesse Livermore.

dsb2017 icon dsb2017

Code for 2nd place solution to the 2017 National Data Science Bowl

ethercard icon ethercard

EtherCard is a driver for the ENC28J60 chip, compatible with Arduino IDE

kaggle2017 icon kaggle2017

Code, notes, etc of completed Kaggle competitions

l1 icon l1

L1 Trend Filtering

pca_stock_trading icon pca_stock_trading

use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period

rqalpha icon rqalpha

A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities

setup-ipsec-vpn icon setup-ipsec-vpn

Scripts to build your own IPsec VPN server, with IPsec/L2TP and Cisco IPsec on Ubuntu, Debian and CentOS

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