u3izx9ql7vw4 Goto Github PK

price-bot

pricing_exotic_options

Library for simulation and analysis of vanilla and exotic options

pymc-examples

Examples of PyMC models, including a library of Jupyter notebooks.

pyts

A Python package for time series classification

qr_decomposition

quantecon-notebooks-python

A Repository of Notebooks for the Python Lecture Site

quantresearch

Quantitative analysis, strategies and backtests

r-code

Mostly R code files for my posts on www.returnandrisk.com.

reddit_sentiment_trader

research_public

Quantitative research and educational materials

reuters-scraping

Live and historical scraper for Reuters.

ridge

Efficient python code for running ridge regression with cross validation

sabr_volatility_arbitrage

A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model

sample-market-maker

Sample BitMEX Market Making Bot

scraping-tools-benzinga

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.

shenzhenwintercamp

Shenzhen Winter Camp 2018

signalprocessingwithpython

Signal processing examples in python

statistical-arbitrage

High-frequency statistical arbitrage

stock-price-shock-by-earning-release

Analyzed the earning events (EPS surprise) effect on stock prices, with stock prices data scraped from Yahoo finance (course project))

tiktok

trading-bot

translob

PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.

translob-1

Transformers for limit order books

tseries-patterns

trend / momentum and other patterns in financial timeseries

tutorials

Ipython notebooks for math and finance tutorials

twitter-analysis-with-earning-event

Analyze twitter sentiments with keywords related to the stock price of the company who is near their earnings events

vpin

Volume-Synchronized Probability of Informed Trading