GitouYou

awesome-domain-adaptation

A collection of AWESOME things about domian adaptation

blitz-bayesian-deep-learning

A simple and extensible library to create Bayesian Neural Network layers on PyTorch.

ConvTransformerTimeSeries

Convolutional Transformer for time series

deep_learning_for_structured_data

Production repo to accompany Deep Learning with Structured Data book from Manning: https://www.manning.com/books/deep-learning-with-structured-data

DILATE

Code for our NeurIPS 2019 paper "Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models"

DS_academic_papers

Code from data science blog.

HMM-GMM-Timing-Strategy

limit_orderbook_prediction

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.

machine-learning-for-trading

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

matrixprofile-ts

A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile

NeuralGenetic

Optimizing artificial neural network parameters using the genetic algorithm for the classification of the Fruits360 dataset. The implementation is from scratch using NumPy.

NeuroEvolution-BTC-Trader

Building a population of models that trade crypto and mutate iteratively

open-quant-live-book

An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!

pandas-ml-quant

Master repository for the pandas-ml modules

paper_implementations

This repository holds my paper implementations made for my studies and my content production

Practicum

Python-for-Finance-Cookbook

Python for Finance Cookbook, published by Packt

Python_Graph

Quantitative-analysis

量化研究-券商金工研报复现

RL-Bitcoin-trading-bot

Trying to create Reinforcement Learning powered Bitcoin trading bot

self-supervised-ts-classification

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).

stock-embeddings

Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets

Stock-Market-Trend-Analysis-Using-HMM-LSTM

Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory

time-series-momentum

🚂💨 Deep Momentum Networks for Time Series Strategies

Time-series-prediction

A collection of time series prediction methods: rnn, seq2seq, cnn, wavenet, transformer, unet, n-beats, gan, kalman-filter

Trading_And_Visualizations

All the code related to the article "An Easy Probabilistic Machine Learning Approach to Trading"

TrendBreakerPL_PSO_backtrader

Particle swarm optimization (PSO) in algorithmic trading example using Backtrader backtesting framework.

tsai

Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai