J (10sun)

10sun

Geek Repo

Location:Geneva, Switzerland

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J's repositories

aat

Asynchronous, event-driven algorithmic trading in Python and C++

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Applied-Deep-Learning

Applied Deep Learning

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Awesome-Efficient-PLM

Must-read papers on improving efficiency for pre-trained language models.

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backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

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computer_book_list

一个综合了豆瓣,goodreads综合评分的计算机书籍书单

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COVID19_mobility

COVID-19 Mobility Data Aggregator. Scraper of Google, Apple, Waze and TomTom COVID-19 Mobility Reports🚶🚘🚉

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Dash_eth

This project is trying to fetch real time balance & orderbook of ETH and visualise using dash

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deep-finance

Datasets, papers and books on AI & Finance.

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Enhanced-Event-Driven-Backtester

In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.

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finBERT

Financial Sentiment Analysis with BERT

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gs-quant

Python toolkit for quantitative finance

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interviews.ai

This book was written for you: an aspiring data scientist with a quantitative background, facing down the gauntlet of the interview process in an increasingly competitive field. For most of you, the interview process is the most significant hurdle between you and a dream job.

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JS-Sorting-Algorithm

一本关于排序算法的 GitBook 在线书籍 《十大经典排序算法》,多语言实现。

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keras-io

Keras documentation, hosted live at keras.io

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leetcode_101

LeetCode 101:和你一起你轻松刷题(C++)

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machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

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Machine_Learning_Resources

:fish::fish::fish: 机器学习面试复习资源

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MarketGAN

Implementing a Generative Adversarial Network on the Stock Market

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notebooker

Productionise & schedule your Jupyter Notebooks as easily as you wrote them.

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OptML_course

EPFL Course - Optimization for Machine Learning - CS-439

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pandas-ml-quant

Master repository for the pandas-ml modules

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probai-2021

Materials of the Nordic Probabilistic AI School 2021.

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probml-notebooks

Notebooks for "Probabilistic Machine Learning" book

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qf-lib

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance.

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sentivent-implicit-economic-sentiment

Implicit economic sentiment classification experiments

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slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

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stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

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