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Alpha model skeletons & examples
A topic-centric list of HQ open datasets.
bybit simple market maker
A PyTorch implementation of CapsNet based on NIPS 2017 paper "Dynamic Routing Between Capsules"
Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.
A python implementation of Correlation Clustering
Credit spread prediction using machine learning method for IAQF Competition
experiments with crypto trading
Portfolio optimization and simulation in Python
Limit Order Book data analysis and modeling using LSTM network
Deep learning modelling of orderbooks
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.
Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.
A list of online resources for quantitative modeling, trading, portfolio management
FI2010 Dataset (Personal use) https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649
Collection of notebooks about quantitative finance, with interactive python code.
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden state patterns.
This program extracts insider trading data from the sec website and stores it in excel file for the specified time frame.
Using python and scikit-learn to make stock predictions
Mixed Data Sampling (MIDAS) Modeling in Python
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
A collection of homeworks of market microstructure models.
Contains companion code for the Mutual Information YouTube channel
Tools for managing DNS across multiple providers
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
A machine learning library for detecting anomalies in signals.
experiments with pair trading
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.