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adv-financial-ml-marcos-exercises

Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

alphalens

Performance analysis of predictive (alpha) stock factors

async-google-pubsub-client

[SUNSET] Async Google Pubsub Client

black-pycharm

Pycharm plugin for https://github.com/ambv/black

blog

blog repo for scripts

cerl

colab_test

test google colab and notebooks

ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

cufflinks

Productivity Tools for Plotly + Pandas

darwinex_ticks

A simple Darwinex ticks data Python API.

darwinexlabs

Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex

data-science-mindset

Resources for Data Science and ML

decision-transformer

Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.

deep-portfolio-management

Source code for the blog post on the evolution of the asset allocation methods

degiro_portfolio_analytics

Portfolio Management Tool connecting to the user's account at the European's online broker DEGIRO. Check the README for more info.

dwx-zeromq-connector

Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.

elitequant_cpp

C/C++ 11 High frequency quantitative trading platform. It follows modern design patterns such as event-driven, server/client architect, dependency injection and loosely-coupled robust distributed system. It is self-contained and can be used out of box. At the same time, it serves as server side for other EliteQuant projects.

elitequant_python

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.

ezibpy

ezIBpy, a Pythonic Client for Interactive Brokers API

fabric

Read-only mirror of https://gerrit.hyperledger.org/r/#/admin/projects/fabric

geneticalgorithmpython

Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).

handson-ml

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.

hftframework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

how-to-predict-stock-prices-easily-demo

How to Predict Stock Prices Easily - Intro to Deep Learning #7 by Siraj Raval on Youtube

imagenet18

Code to reproduce "imagenet in 18 minutes" experiments

investpy

Python package for financial historical data extraction from Investing.com

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

jessx

Java Experimental Simulated Stock Exchange

jyni

Enables Jython to load native CPython extensions.