Théophile SCHMUTZ's starred repositories
TuringTrader
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
pyextremes
Extreme Value Analysis (EVA) in Python
02435_Decision-Making
02435 - Decision-Making under Uncertainty
prbnmcn-dagger
A library for probabilistic programming
wind-power-forecasting-challenge
Wind Power forecasting for the day-ahead energy market - Data Challenge
QuantEcon.py
A community based Python library for quantitative economics
Merit-Order-Effect
Code and analysis used for calculating the merit order effect of renewables on price and carbon intensity of electricity markets
awesome-public-datasets
A topic-centric list of HQ open datasets.