jeffcui03 Goto Github PK

ai_for_trading_nanodegree_alpha_research_multi_factor_modeling_project

Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.

ai_in_medicine_clinical_imaging_classification

This is the code for "AI in Medicine " By Siraj Raval on Youtube

asx300

ASX300 Data

avellaneda-stoikov

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bayesian_mixer_london_2017

Bayesian survival models in PyMC3: Bayesian Mixer London 2017 seminar

bayesianrl

Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations

blog

Source code for my personal blog

ccapi

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

coaster_racer_coding_challenge

Q-Learning Attempt at Sirajology's CoasterRacer Coding Challenge

comse6998_010_final_project

courses-

Quiz & Assignment of Coursera

extract-stock-sentiment-from-news-headlines

We scrape news headlines for FB and TSLA then apply sentiment analysis to generate investment insight.

figtree

Automatically exported from code.google.com/p/figtree

finrl-library

A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star.

fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

fractionaldiff

Experiments with fractional differencing

glosten-and-milgrom--1985-

gp_tutorial_pydata

PyData San Luis 2017 Tutorial: An Introduction to Gaussian Processes in PyMC3

handcalcs

Python library for converting Python calculations into rendered latex.

hft-avellaneda

High-frequency trading in a limit order book

hftbacktest

A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

how_to_make_a_text_summarizer

This is the code for "How to Make a Text Summarizer - Intro to Deep Learning #10" by Siraj Raval on Youtube

introduction_to_pymc3

kaggle-winton

Code for the Winton Kaggle Challenge

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.

kdb-

Kdb related

limit-order-book

bitstamp real time console based limit order book

machine-learning

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.