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Hi, I'm Jay πŸ‘‹

Jayakumar Munuswamy's Projects

adv_fin_ml icon adv_fin_ml

Advances in Financial Machine Learning by Marcos Lopez De Prado

atpy icon atpy

Event-driven Algorithmic Trading For Python

backtrader icon backtrader

Python Backtesting library for trading strategies

bitcoin-trader-rl icon bitcoin-trader-rl

A profitable cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

docker-ib-gateway icon docker-ib-gateway

Docker container that launches the Interactive Brokers Gateway GUI inside of an X virtual frame buffer.

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

flask-nav icon flask-nav

Easily create navigation for Flask applications.

hyperopt icon hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python

ib-trading icon ib-trading

Cloud-based algorithmic trading with Interactive Brokers

ib_insync icon ib_insync

Python sync/async framework for Interactive Brokers API

ibflex icon ibflex

Python parser for Interactive Brokers Flex XML statements

pingtop icon pingtop

πŸ“Ping multiple servers and show results in a top-like terminal UI.

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