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anomaly-detection-resources

Anomaly detection related books, papers, videos, and toolboxes

arch

ARCH models in Python

bitfinex-api-py

coinmarketcap

A python wrapper around the https://coinmarketcap.com API.

crypto-arbitrage-framework

A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.

deep-direct-reinforcement-learning-for-financial-signal-representation-and-trading

A deep learning model for Financial Signal Representation and Trading

eiten

Statistical and Algorithmic Investing Strategies for Everyone

humotoppara_watcher

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

jquants-forum

mcakiyama.github.io

mixture_model_trading_public

mlbot_tutorial

peregrine

Detects arbitrage opportunities across 131 cryptocurrency exchanges in 50 countries

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

pysimplegui_timer

quantstats

Portfolio analytics for quants, written in Python

r2

R2 Bitcoin Arbitrager is an automatic arbitrage trading system powered by Node.js + TypeScript.

research_public

Quantitative research and educational materials

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

stock_analysis_for_quant

Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

surpriver

Find big moving stocks before they move using machine learning and anomaly detection