oskarbienko Goto Github PK

adia_lab_market_prediction_competition_2023

There were a total of 380 competitors in this hackathon. The 2nd phase concluded on November 20th, 2023, and I finished 127th. My mean Spearman correlation was 5.240, while the winner achieved 6.266.

cloud-computing

masters_thesis

Analysis of Factors Influencing Underpricing of Stocks in Initial Public Offerings on the Main Market of the Warsaw Stock Exchange between 2005 and 2022 using machine learning.

optiver_2023_competition

The aim is to develop a model capable of predicting the closing price movements for hundreds of Nasdaq listed stocks using data from the order book and the closing auction of the stock.

pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

probabilistic_sharpe_ratio

Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)

replication_studies

Many scientific studies are difficult or impossible to reproduce. In this repo, I aim to independently validate the findings of published papers in the fields of finance and machine learning.

spark-cluster

GitHub Desktop tutorial repository

time-series-analysis

code and data for the time series analysis vids on my YouTube channel

tutorials

utils

A place with a bunch of useful functions and classes

webscrapping

A place with a bunch of webscrapping Python scripts