i-cjw Goto Github PK

adftest

Augmented Dickey-Fuller Test in F#

bitcoin-market-data

Largest up-to-date tick market data for Bitcoin (mirror server of bitcoincharts.com).

code

Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

deep-learning-bitcoin

Exploiting Bitcoin prices patterns with Deep Learning.

deepdow

Portfolio optimization with deep learning.

deeplearning_financial

Attempt to replicate: A deep learning framework for financial time series using stacked autoencoders and long- short term memory

freqtrade

Simple High Frequency Trading Bot for crypto currencies

fs-pacer

goalseek_python

Equivalent of Excel Goal Seek function in Python

high-frequency-trading-model-with-ib

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

highspeedcircularbuffers

i-cjw.github.io

Build a Jekyll blog in minutes, without touching the command line.

japanese_market

Using LSTMs to predict next day movements

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

lstm-trading

paedo_hunter

pairs-trading-with-ml

quant_dev

A solution to critical stages of algorithmic trading system development using Interactive Broker's Java API.

social_mapper

A Social Media Enumeration & Correlation Tool by Jacob Wilkin(Greenwolf)

statistical-arbitrage

Using Particle Markov Chain Monte Carlo

tribeca

A high frequency, market making cryptocurrency trading platform in node.js

univocity-trader

open-source trading framework for java, supports backtesting and live trading with exchanges

ws

💠 WS: F# WebSocket Server

zepptests