Elliot Layden's repositories
portfolio_sortino_ratio
This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.
Deep-Learning-Framework-for-Financial-Time-Series-Prediction-in-Python-Keras
Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for development set, final cross-validation in test set; Calculates model’s annualized return, improvement from buy/hold, percent profitable trades, profit factor, max drawdown
NIfTI-Studio
A toolbox for NIfTI and Analyze medical image visualization, editing, and 3D rendering
N-Back-for-Matlab
The classic dual n-back task implemented in Matlab; includes position, sound, and color options.
plot-corrmat
A Matlab utility for plotting correlation matrices, with similar appearance to Seaborn in Python.
portfolio_sharpe_ratio
This Matlab package optimizes portfolio weights based on Sharpe ratio, average total return, and volatility.
roi_overlap
Matlab function that calculates and outputs a table showing the percentage overlap between statistical clusters and brain atlas regions (AAL, Harvard-Oxford, Brodmann Areas)
cohensKappa
Matlab function computes Cohen's kappa from observed categories and predicted categories
selectFeatures
Improved sequential feature selection for linear or quadratic discriminant analysis.
fMRI-Preprocessing-with-Advanced-Normalization-Tools
A simple, customizable pipeline for preprocessing resting-state or task-based functional MRI data sets.
N-Back-MRI
The dual n-back task implemented in Matlab with precise timing for use within the MRI scanner.
elayden.github.io
Personal website
example-scalping
A working example algorithm for scalping strategy trading multiple stocks concurrently using python asyncio