ibaltopoulos 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.

auto-mousemove-tray

A simple tray application that moves the mouse periodically to avoid screen locking due to user inactivity.

band-playlist

A simple tool to manage the band's playlist for our jamming sessions.

blog

The underlying files that power my blog on calepin.co

crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

data-fetcher

A collection of python scripts to download the latest prices for the mutual funds that I track.

ddd-writings

dlsa-public

Deep Learning Statistical Arbitrage

environment-settings

Contains a base set of files used to customize my environment (e.g. emacs, cygwin, etc)

genotick

Artificial Intelligence Data Analysis

greek-repertoire

Greek music scores

hgwebstats

Sharing mercurial repository statistics over the web

ib-trading

learning-r

Personal notes while learning the R programming language

messaging-experiments

Some experiments of using different message queue technologies to implement a simple command line chat application.

mlfinlab

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

node-scrapper

Screen scrapping using node.js and phantom.js

optiver-trading-close

p2p-loans

A quick experiment on how to create a p2p loan marketplace

photo-rename

A command line tool that renames photo gallery files from the iPhone naming ('File XXXXXX') to the equivalent Android one using the file metadata

pios

Raspberry Pi operating system from scratch

portfolio

prognostikon-code

Publicly available Python and Gretl code from posts at my blog Prognostikon

quant-intro

web-architecture

Experimenting with non-standard web architectures

weighted-likelihood-filter