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followers: 5.0 following: 24.0 repos: 21.0 gists: 0.0

Name: Mark Lewis

Type: User

Company: (+44) 07595 168175

Location: London

Blog: [email protected]

Mark Lewis's Projects

ccbay---google_cloud_auction_microservice

ccbay - Auction platform built with REST API as a microservice within Google Cloud using Docker, data validation and OAuth 2.0 authentication

cyber_threat_detection---stacked_sparse_autoencoder

AWID Cyber threat detection using feature engineering (SSAE, PCA, UMAP, PHATE, SA, LLE, FA, LDA), Recursive Feature Elimination, Logistic Regression and Linear SVM classification (Bayesian optimisation)

deeplearning-models

A collection of various deep learning architectures, models, and tips

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

finbert_feat_eng_for_momentum_transformer

A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators

finplot

Performant and effortless finance plotting for Python

gex-tracker

Dealers' gamma exposure (GEX) tracker

gpt-3_breaking_news_parse_with_sentiment_classify

Breaking financial news summarisation and sentiment classification using GPT-3

ltsf-linear

This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"

nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

options-max-pain-calculator

A python command line tool to calculate options max pain for a given company symbol and options expiry date.

patchtst

An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730

price_action_analytics

Price Action indicators for Metatrader5 with cumulative delta filtering and chart interactive money management

pymt5_bot

Python Trading Bot for Algorithmic Trading. Integrates with MetaTrader 5, Binance

rrgpy

RRGPy is a Python script for displaying Relative Rotation Graph.

rss_feedparser_to_sqlite

parse forexlive rss news feed to SQLite database

sharpe-optimised-pairs-trading---euclidean-distance

Sharpe Optimised pairs trading - Euclidean Distance

shiny-ob-analytics

obAnalytics Shiny front-end

smart-money-concepts

This Python package integrates Inner Circle Trader (ICT) methods to offer indicators for the concept of smart money in financial analysis.

titanic_survival_prediction_using_r

Titanic Survival Prediction Using Radial Basis Function Support Vector Machines, Linear Support Vector Machines, Random Forest, Decision Tree and Linear Regression

transformers-for-nlp-2nd-edition

Under the hood working of transformers, fine-tuning GPT-3 models, DeBERTa, Hugging Face, OpenAI ChatGPT, GPT-3.5-turbo, GPT-4, Trax, AlleNLP, Vit, CLIP, DALL-E

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