thomaswong2022 Goto Github PK

9th-kaggle-optiver-trading-close

Feature Engineering for OrderBook data

algothon_2018

Algothon_2018_Thomas_Viktoria_Remy_Merrick

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

cam-notes

My Cambridge Lecture Notes

coding

Data Structures and Algorithms (DSA) Preparation sheet

docker-python

Kaggle Python docker image

iextools

Provides a client for the web API and a parser for the binary historical data provided by IEX

igtd

kaggle-optiver-2024

Code for the submission at Trading at the Close competition

latex-ocr

pix2tex: Using a ViT to convert images of equations into LaTeX code.

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

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

math50003numericalanalysis

Notes and course material for MATH50003 Numerical Analysis

numerai-benchmark

Python Code used in publications, for archival purposes only

numerai-datasets

Resources for Numerai Signals

numerai-engineer

Engineer evolves, curates and submits predictions to the numer.ai data science competition

numerapi

Python API and command line interface for the numer.ai machine learning competition

pairs_trading

experiments with pair trading

pml-book

"Probabilistic Machine Learning" - a book series by Kevin Murphy

probability-notes

pygenstability

Generalised modularity and Markov Stability with Louvain and Leiden

pyportfolioopt

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

pyprobml

Python code for "Probabilistic Machine learning" book by Kevin Murphy

quant-club

notebooks used in quant club episodes

reinforcement_learning

Research repo for the RL team.

scikit-learn-erasplit

stat-cookbook

:orange_book: The probability and statistics cookbook

stochastic-book

"Intro to Stochastic Processes"

thomaswong2022.github.io

Build a Jekyll blog in minutes, without touching the command line.

thor-public

AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems

timeseriescv

Scikit-learn style cross-validation classes for time series data