duggar's repositories
Algo-Trading
My algorithmic trading folder. Includes live strategies for bitfinex, oanda, and alpaca.
alpha_avellaneda_stoikov
Phd repo
awesome-quant-papers
This repository hosts my reading notes for academic papers.
backtesting
Backtest single factors using SimFin data.
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
catalyst
An Algorithmic Trading Library for Crypto-Assets in Python
CrashAndBurn
C# .NET Core tool that evaluates various stock market holding strategies based on historical data of a single stock exported from Yahoo finance.
eventstudy
Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.
FinanceOps
Research in investment finance with Python Notebooks
hf_micro_research
This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf trading strategies.
lpplsF
Filimonov-variant of the LPPLS model
MarketMakingMLAlgo
This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
MLFINLAB-1
public version of MLFINLAB from Hudson-Thames
NT8-PAT-Strategy
Ninjatrader 8 Price Action Trading Strategy
Pinescript-Laboratory
Repository of my TradingView scripts in Pine language
Quantitative-Investments
Work related to a Quantitative Investing/Econometrics/Trading with R & C++.
stock-market-crashes
How to detect stock market crashes with topology.
Stock-market-forecasting
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
The-Kings-HFT-Algo-Trading-Competiton
Stevens SHIFT High Frequency Algorithmic Trading Competition
Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
tseries-patterns
trend / momentum and other patterns in financial timeseries
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
yliveticker
Get market data from Yahoo Finance websocket in near-real time.