whamp Goto Github PK

coffeeroastingtimer.github.io

Coffee Roasting Timer - Easily time your roast and track your development time with standard targets.

deep-portfolio-management

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

deep_learning_in_asset_pricing

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138

deepgbm

Implementation for the paper "DeepGBM: A Deep Learning Framework Distilled by GBDT for Online Prediction Tasks", which has been accepted by KDD'2019.

dfencoder

equity-risk-model

:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities

fastbook

Draft of the fastai book

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.

pairs-trading-as-application-to-the-ornstein-uhlenbeck-process

A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real data.

pairs-trading-with-python

pairs_trading_cryptocurrencies_strategy_catalyst

Pairs trading strategy example based on Catalyst

pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

rebalancer_ib

Package to rebalance and harvest tax losses in an ETF portfolio adapt for Interactive Brokers API

research

Notebooks based on financial machine learning.

scalecast

The practitioner's forecasting library

sustainable-green-plants

DIY high pressure aeroponics for the home

treasuryfuturetrading

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

whamp.github.io

Fork of coffeeroastingtimer.github.io