andrewcz

torchdiffeq

Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.

backtesting.py

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

crypto-trading-bot

Cryptocurrency trading bot in javascript for Bitfinex, Bitmex, Binance, Bybit ... (public edition)

mpc.pytorch

A fast and differentiable model predictive control (MPC) solver for PyTorch.

universal-portfolios

Collection of algorithms for online portfolio selection

WolfBot

Crypto currency trading bot written in TypeScript for NodeJS

alphatools

Quantitative finance research tools in Python

pyphi

A toolbox for integrated information theory.

pyqstrat

A fast, extensible, transparent python library for backtesting quantitative strategies.

pm-prophet

GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3

HMM-MAR

Toolbox for segmentation and characterisation of transient connectivity

Stock-Prediction

Smart Algorithms to predict buying and selling of stocks on the basis of Mutual Funds Analysis, Stock Trends Analysis and Prediction, Portfolio Risk Factor, Stock and Finance Market News Sentiment Analysis and Selling profit ratio. Project developed as a part of NSE-FutureTech-Hackathon 2018, Mumbai. Team : Semicolon

exoplanet

Fast & scalable MCMC for all your exoplanet needs!

oandapyV20-examples

Examples demonstrating the use of oandapyV20 (oanda-api-v20)

SMCPy

Python module for uncertainty quantification using a parallel sequential Monte Carlo sampler

python-jupyter-apache-kafka-ksql-tensorflow-keras

Making Machine Learning Simple and Scalable with Python, Jupyter Notebook, TensorFlow, Keras, Apache Kafka and KSQL

archon

Trading framework

pairs_trading_cryptocurrencies_strategy_catalyst

Pairs trading strategy example based on Catalyst

crypto_algo_trading

Experiments with algorithmic trading on various cryptocurrencies and tokes using python tools

stockast

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

nssm-gp

Non-stationary spectral mixture kernels implemented in GPflow

OctoBot-Launcher

A launcher for your OctoBot !

NumeraiStarterPack

pybtc

libkloudtrader

KloudTrader's in-house library designed for rapid prototyping and development of trading strategies. 📈📊📉

txshift

:package: :game_die: R/txshift: Efficient Estimation of the Causal Effects of Stochastic Interventions, with Corrections for Outcome-Dependent Sampling

SSMToybox

Nonlinear Sigma-Point Kalman Filters based on Bayesian Quadrature

MetaLearnBO

particlefield

Supplementary material for the paper 'Graphical model inference: Sequential Monte Carlo meets deterministic approximations', NIPS 2018.

Thesis

A Stochastic Reachability Approach to Asset Allocation