Sopcaja's repositories
stockbot
Alpaca algo stock trading bot
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
open-climate-investing
Application and data for analyzing and structuring portfolios for climate investing.
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
portfolioAnalytics
A Python library for generating analytic tests for credit portfolio loss distributions
algorithmic_trading_book
2 books and related source codes for algorithmic trading.
Algorithmic-Short-Selling-with-Python-Published-by-Packt
Algorithmic Short-Selling with Python
Stock-Market_Data_ETL
A collection of Jupyter Notebook Python files for collecting stock market data in an AWS RDS database.
mstables
MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the SQLite data into pandas DataFrames (see Jupyter notebook for examples)
gdelt-doc-api
A Python client for the GDELT 2.0 Doc API
PortfolioStrategy
Enhanced version of the Master thesis project. The original code has been enriched with a module that automatically downloads and stores new intraday data from Yahoo Finance, to serve as a real robo-advisor for investments. The code lets you choose between U.S. and European market, represented by stocks listed in the SP500 and STOXXE600 indices.
Trading_Strategy_Alpaca
A full trading script using Alpaca API.
Jupyter-Notebooks
AlphaWaveData delivers APIs for financial data analysis.
portfolio_optimization
Portfolio optimization using Riskfolio-Lib
Equity-Valuation-Modelling-in-Excel
This project consists of custom built modelling frameworks for pricing equity assets. Through the project's evolution, the framework evolves from a single case Discounted Cash Flow model to an interactive Probability Weighted Discounted Cash Flow model that includes multiple cases, multiple supporting models and is all built in Excel with VBA
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
industry-machine-learning
A curated list of applied machine learning and data science notebooks and libraries across different industries.
climate-risks-academy-2021
Advanced assignment for the EUI-FBF-OW Climate Risks Academy 2021
mortgage
Deep learning analysis of mortgage prepayment and default and their effects on portfolio value
Graph-models-in-finance-application
Paper collection for graph based models in finance application
deep-learning-portfolio
Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum
rat_crypto_trader
Relation-Aware Transformer for Portfolio Policy Learning using Binance provider
Alpaca-Trading-API-Guide-A-Step-by-step-Guide
Code snippets for Alpaca Trading API Guide published on AlgoTrading101's Blog
meshed-memory-transformer
Meshed-Memory Transformer for Image Captioning. CVPR 2020
Stock-Fundamental-data-scraping-and-analysis
Project on building a web crawler to collect the fundamentals of the stock and review their performance in one go