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adv-financial-ml-marcos-exercises

Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

advanced-deep-trading

Mostly experiments based on "Advances in financial machine learning" book

advances-in-financial-machine-learning

Notes on Advances in Financial Machine Learning

algotrading

Python Implementations of popular Algorithmic Trading Strategies

anomaly_detection_tuto

Tuto d'anomalie détection sur des séries-temporelles univariés avec un auto-encoder

application-of-probabilistic-graphical-models-in-forecasting-crude-oil-price

Implements "Application of Probabilistic Graphical Models in Forecasting Crude Oil Price (Danish, 2018)"

artemis

Artemis - Interactive Learning with Automated Feedback

awesome-quant

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

awesome-ts-anomaly-detection

List of tools & datasets for anomaly detection on time-series data.

awesome_time_series_in_python

This curated list contains python packages for time series analysis

blog

Source code for my personal blog

change-detection-tutorial

Tutorial on change detection in time series data

coding-problems

Solutions for various coding/algorithmic problems and many useful resources for learning algorithms and data structures

cppcoreguidelines

The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++

devistatorbacktesting

general purpose backtesting platform, prevents look-ahead bias

elitequant_python

Python quantitative trading and investment platform; Python3 based multi-threading, concurrent high-frequency trading platform that provides consistent backtest and live trading solutions. It follows modern design patterns such as event-driven, server/client architect, and loosely-coupled robust distributed system. It follows the same structure and performance metrix as other EliteQuant product line, which makes it easier to share with traders using other languages.

event-driven-stock-prediction-using-deep-learning

A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel neural tensor network for learning event embedding, and using a deep convolutional neural network to model the combined influence of long-term events and short-term events on stock price movements

example-hftish

Example Order Book Imbalance Algorithm

example-scalping

A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio

ezibpy

ezIBpy, a Pythonic Client for Interactive Brokers API

falkor

Automated Cryptocurrency Trading with PyTorch Models for Stock Price Prediction

fang-stock-prediction

finance_ml

Advances in Financial Machine Learning

financial-data-structures

Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.

finta

Common financial technical indicators implemented in Pandas.

flask-bank

Flask Banking web app with hidden vulnerabilities (Cybersecurity class project)

forex

Model the Forex Prediction

fractionaldiff

Experiments with fractional differencing

gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/