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Bio: Applied Math (Optimization, Information Theory, Probability, Financial ML, Intelligent Systems, GenAI) AI engineer AI/ML, Python, Kotlin, C++, Mobile & Web
Type: User
Bio: Applied Math (Optimization, Information Theory, Probability, Financial ML, Intelligent Systems, GenAI) AI engineer AI/ML, Python, Kotlin, C++, Mobile & Web
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Mostly experiments based on "Advances in financial machine learning" book
Notes on Advances in Financial Machine Learning
Python Implementations of popular Algorithmic Trading Strategies
Tuto d'anomalie détection sur des séries-temporelles univariés avec un auto-encoder
Implements "Application of Probabilistic Graphical Models in Forecasting Crude Oil Price (Danish, 2018)"
Artemis - Interactive Learning with Automated Feedback
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
List of tools & datasets for anomaly detection on time-series data.
This curated list contains python packages for time series analysis
Source code for my personal blog
Tutorial on change detection in time series data
Solutions for various coding/algorithmic problems and many useful resources for learning algorithms and data structures
The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++
general purpose backtesting platform, prevents look-ahead bias
Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.
A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel neural tensor network for learning event embedding, and using a deep convolutional neural network to model the combined influence of long-term events and short-term events on stock price movements
Example Order Book Imbalance Algorithm
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio
ezIBpy, a Pythonic Client for Interactive Brokers API
Automated Cryptocurrency Trading with PyTorch Models for Stock Price Prediction
Advances in Financial Machine Learning
Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.
Common financial technical indicators implemented in Pandas.
Flask Banking web app with hidden vulnerabilities (Cybersecurity class project)
Model the Forex Prediction
Experiments with fractional differencing
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.