TSD's repositories
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
algorithmic-trading-python
The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
pysystemtrade
Systematic Trading in python
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
comprehensive-rust
This is the Rust course used by the Android team at Google. It provides you the material to quickly teach Rust to everyone.
cs224n-win2223
Code and written solutions of the assignments of the Stanford CS224N: Natural Language Processing with Deep Learning course from winter 2022/2023
Hands-On-Machine-Learning-for-Algorithmic-Trading
Hands-On Machine Learning for Algorithmic Trading, published by Packt
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
QuantResearch
Quantitative analysis, strategies and backtests
sample-market-maker
Sample BitMEX Market Making Bot
short-term_momentum_strategy
Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
SlackLogViewer
A viewer for json files exported from Slack workspaces.
stanford-229-Machine-Learning
Assignment and exercise during fall 2015
VolatilityIsMostlyPathDependent
Code for the paper Volatility is (mostly) path-dependent