ML Wiz's repositories
stockpredictionai
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
fracdiff
Moved Permanently: https://github.com/fracdiff/fracdiff
Timeseries
Timeseries for everyone
Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
XGBoost-From-Scratch
This repo contains a few tree based boosting algorithms implemented in python from scratch. This code relates to a medium.com article which I wrote explaining my journey to understanding how XGBoost works under the hood
Stock-Trading-Environment
A custom OpenAI gym environment for simulating stock trades on historical price data.
trading_backtesting
Example of writing a backtesting framework from scratch
FinQuant
A program for financial portfolio management, analysis and optimisation.
AI_Curriculum
Open Deep Learning and Reinforcement Learning lectures from top Universities like Stanford, MIT, UC Berkeley.
zipline-trader
Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration
fasster
Forecasting with Additive Switching of Seasonality, Trend and Exogenous Regressors
gym_pomdp
Gym-like extensions for POMDP
CQL
Code for conservative Q-learning
gaf-cnn
Multivariate timeseries to multivariate timeseries convolution regressor
bayesian_changepoint_detection
Methods to get the probability of a changepoint in a time series.
reddit-algo-trader
A high frequency trading module based on how often stock symbols appear in reddit comments
awesome-quant
**的Quant相关资源索引
hrp
Run hierarchical risk parity algorithms
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
DSANet
Code for the CIKM 2019 paper "DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting".
python-bizdays
Business days calculations and utilities
CFRM
Implementations of counterfactual regret minimization algorithm for various toy games. Uses AI agents and simultaneous learning to converge towards optimal solutions.
stanford-tensorflow-tutorials
This repository contains code examples for the Stanford's course: TensorFlow for Deep Learning Research.
futures-trading-gym
An OpenAI gym environment for futures trading
CNNpred-Keras
CNNpred: CNN-based stock market prediction using a diverse set of variables
FlashMintArbitrage
An example of a Flash Mint powered arbitrage between a flash mint DEX, Kyber and Uniswap.
Probabilistic-Sharpe-Ratio
Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
TradingGym-1
Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.