Olivier Van Parys's repositories
ib-gateway-docker
Interactive Brokers Trading Gateway running in Docker
backtrader
Python Backtesting library for trading strategies
Heston-model-option-valuation-using-Monte-Carlo-simulation-and-LSM-method
This is a Python implementation of the Heston model for option pricing using Monte Carlo simulation. The code takes in parameters and generates stock price and volatility paths, calculates the option payoff, and determines the option value using the Longstaff-Schwartz algorithm for American-style options.
M6-methods
Data, Benchmarks, and methods submitted to the M6 forecasting competition
Hands-On-Financial-Trading-with-Python
Hands-On Financial Trading with Python, published by Packt
awesome-time-series
Resources for working with time series and sequence data
Medium-Implementations
Contains source codes for articles published on Medium
PaLM-rlhf-pytorch
Implementation of RLHF (Reinforcement Learning with Human Feedback) on top of the PaLM architecture. Basically ChatGPT but with PaLM
LTSF-Linear
This is the official implementation for AAAI-23 paper "Are Transformers Effective for Time Series Forecasting?"
notion-interactive-brokers
A python script to automatically journal NSE stock trades by leveraging Interactive Broker email notifications for the buy/sell trades.
crowdbreaks-streamer
Crowdbreaks Near Real-Time Twitter Streamer. Pipeline: Twitter API v1 → Kinesis Firehose → S3 → Lambda (+ Sagemaker endpoint) → Elasticsearch
time-series-analysis
Collection of notebooks for time series analysis
handson-ml3
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
optlib
A library for financial options pricing written in Python.
tutorials
Git Repo for Articles on Ergo Sum blog and the youtube channel https://www.youtube.com/channel/UCiie9CN--dazA7iT2sry5FA
fix-ib-api-reconnect
Ensure that ib-insync bot is reconnected automatically
LightAutoML
Fast and customizable framework for automatic ML model creation (AutoML)
stanford-openie-python
Stanford Open Information Extraction made simple!
Auto-PyTorch
Automatic architecture search and hyperparameter optimization for PyTorch
IBAutomater
Automates IB Gateway start, stopping and restarting.
ib-scripts
Python scripts that use the Interactive Brokers TWS API
awesome-automl
collecting related resources of automated machine learning here