Joseph Loss's repositories
Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)
XlsxWriter
A Python module for creating Excel XLSX files.
abides
ABIDES: Agent-Based Interactive Discrete Event Simulation
CMESmartStream-on-GCP-Tutorial
Tutorial Notebooks for CME Smart Stream on Google Cloud Platform
computer-science-flash-cards
Mini website for testing both general CS knowledge and enforce coding practice and common algorithm/data structure memorization.
handson-ml
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.
IB-gateway
Dockerized IB gateway
ib_insync
Python sync/async framework for Interactive Brokers API
optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
pyProjects
python projects (for scripts)
pyqstrat_example_strategies
For users of pyqstrat to submit example strategies for feedback and discussion in the pyqstrat groups.io group
Real-time-Sentiment-Tracking-on-Twitter-for-Brand-Improvement-and-Trend-Recognition
A real-time interactive web app based on data pipelines using streaming Twitter data, automated sentiment analysis, and MySQL&PostgreSQL database (Deployed on Heroku)
Research
Open sourced research notebooks by the QuantConnect team.
stock-analysis-engine
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms. Heads up: Yahoo's Finance API was disabled on 2019-01-03 https://developer.yahoo.com/yql/
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
synthetic-data-for-finance
Material for QuantUniversity talk on Sythetic Data Generation for Finance.