d351d3r

system-design-primer

Learn how to design large-scale systems. Prep for the system design interview. Includes Anki flashcards.

darknet

Convolutional Neural Networks

siyuan

A privacy-first, self-hosted, fully open source personal knowledge management software, written in typescript and golang.

networkx

Network Analysis in Python

kaldi

kaldi-asr/kaldi is the official location of the Kaldi project.

CORL

High-quality single-file implementations of SOTA Offline and Offline-to-Online RL algorithms: AWAC, BC, CQL, DT, EDAC, IQL, SAC-N, TD3+BC, LB-SAC, SPOT, Cal-QL, ReBRAC

scs

Splitting Conic Solver

seeed-voicecard

This is an enhancement fork with the explicit aim of supporting current shipping Raspbian/Ubuntu kernels without requiring downgrading. Please donate at https://hintak.github.io/ if it works for you. Use vX.Y branch for kernel version vX.Y

MSGARCH

MSGARCH R Package

RiskPortfolios

Functions for the construction of risk-based portfolios

pycourse

python курс

bcdhub

Better Call Dev backend

philosophy

Конспект по курсу «История и философия науки»

ImplicitlyNormalizedForecasterWithClipping

salute-speech

AutoVinchik

Автовинчик - автоматический поиск одновременно по двум ботам знакомств Леонардо Дайвинчик с настройкой фильтров для поиска.

CryptoOptionCalibration

Repo for Crypto Option Calibration project in CMF

importance-sampling-2022

Creating, training and backtesting of VaR and ES models based on Importance Sampling

Realized-volatility-forecasting-LASSO-approach-and-HAR

Based on the approaches which are presented in "Forecasting Realised Volatility: Does the LASSO approach outperform HAR?" (Yi Ding, Dimos Kambouroudis & David G McMillan, 2021) I predict realized volatility for different indices (UK, USA, Germany and others)

DeribitDataScrapper

Скрипты для загрузки исторических данных для Deribit

CMF_HFMM

My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.

CreditDerivativesSimulator

The repo contains a simulator used in backtesting of strategies developed during the CMF course "Trading Credit Derivatives".

-STTM

data and code for article about STTM

MSGARCH-model---strategy-test

Repository contains implementation for tesing a trading algorithm based on MSGARCH model. The initial strategy is described in the article: "Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading".

Piscine-Python-Data-Science

Result of Ecole42 Piscine about Data Science with python

quantflow

QuantFlow - algorithmic trading platform

HARQ_model_and_EVT

Explore article by G.Lui and others "Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory"

btc-volatility-msgarch

CMF_CD

My work on a project "Credit derivatives and their application: introduction to the macro credit markets" in the Center of Mathematical Finances.

CurrencyPrediction

Прогнозирование курса доллара с использованием временных рядов.