enolte's starred repositories
sunday-quant-scientist
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
trading-rl
Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019
awesome-ai-in-finance
🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.
ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
python-training
Python training for business analysts and traders
awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
FinanceToolkit
Transparent and Efficient Financial Analysis
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
Technical_Analysis_and_Feature_Engineering
Feature Engineering and Feature Importance in Machine Learning for Financial Markets
aoc-2023-cpp
A template repository for Advent Of Code 2023 with a devcontainer configuration that facilitates bleeding edge (C++20, C++23, C++26) C++ features, including C++20 modules.
reflect-cpp
A C++20 library for fast serialization, deserialization and validation using reflection. Supports JSON, BSON, CBOR, flexbuffers, msgpack, TOML, XML, YAML / msgpack.org[C++20]
Financial-Machine-Learning
Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
multinomial
A library to store covariants of a multivariate polynomial, with fast evaluation and random access
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
alphatools
Quantitative finance research tools in Python
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
OptionSuite
Option and stock backtester / live trader
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging