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This project aims to develop a comprehensive algorithmic trading engine that includes an event-driven backtesting framework, performance and risk metrics, and integration with Interactive Brokers for live trading. Additionally, it features an SQLite database to store completed trades, facilitating effective portfolio management.
Materials for "How to Win a Data Science Competition: Learn from Top Kagglers" course
Backtest double bollinger band strategy on BTCUSD with Backtrader and QuantStats
Perform face recognition in video stream for registered members
simulation of Heston model by Monte-Carlo method
it stores some of the common techniques used in Kaggle competition
Using LSTM to predict the moving direction of asset price in the next day
Implementation of basic ML algorithms from scratch in python...
This project analyzes daily returns of S&P 500 stocks (2014-2019) using PCA to identify predictive statistical factors. We calculate regression coefficients via OLS, then long the 10 best-performing and short the 10 worst-performing stocks.
pricing conditional Asian option by Monte-Carlo method with antithetic variate
Visa and Mastercard are taken as example of pair trading in this project. CADF test is implemented and Scaling-in strategy is used when investing the "spread".
Find and plot the multiple maximum drawdown in a time-series. The duration and extent of a drawdown is shown. Also, the recovery period is calculated and shown.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.