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01_tradingseries

5.13-trading-automation

Basic momentum trading with Binance API

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

binance-bot

A Crypto Trading Bot for Binance with python

binance-trading-bot

Automated Binance trading bot - Trade multiple cryptocurrencies. Buy low/sell high with Grid Trading. Integrated with TradingView technical analysis

binance-triangle-arbitrage

Detect in-market cryptocurrency arbitrage

conditional-sig-wasserstein-gans

crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

crypto-trading-ai-bot-basic

cs230

deep-hedging-of-long-term-financial-derivatives

This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.

deep-portfolio-management-reinforcement-learning

This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.

defi_pancakeswapbot

Defi PancakeSwap bot is programmed in Python to buy and sell tokens in seconds once the target is hit.

deribit-arbitrage-monitor

This program tracks the Deribit bitcoin derivatives exchange, looking for arbitrage profits

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.

ema_bot

ema strategy bot for binance using crossover of 8 and 21 days ema

financial_data_science_and_computing_15.458

Some of the projects from the homonymous class I have taken at MIT as part of my Master of Finance.

financialdeeplearning

Deep learning methods applied to crypto news and price data

fingpt

Data-Centric FinGPT. Open-source for open finance! Revolutionize 🔥 We'll soon release the trained model.

fixed-income-backtesting

A backtesting framework customized for the credit market (Cash Bond, CDX)

frauddetection

Accounting Fraud Detection Using Machine Learning

goldman-sachs-quantitative-strategies-research-notes

Goldman Sachs - Quantitative Strategies Research Notes

gs-quant

Python toolkit for quantitative finance

hedgingrl

Hedging portfolios with reinforcement learning.

hft-price-prediction

A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.

inverse_reinforcement_learning_for_stocks

Implement the model of Halperin and Feldshteyn for DJIA and SP500

kaggle_jpx-tokyo-stock-exchange-prediction

lime-for-time

Application of the LIME algorithm by Marco Tulio Ribeiro, Sameer Singh, Carlos Guestrin to the domain of time series classification

ml_accountingfraud

This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds". You can access a copy of the manuscript at https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4117764

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.