goldstar111's repositories
Advanced-Cpp-And-Modern-Design
My solutions to the "Advanced C++ and Modern Design" course offered by Baruch College.
aws-sa-associate-saac02
Course Files for AWS Certified Solutions Architect Certification Course (SAAC02) - Adrian Cantrill
cookstock
Mark Minervini's volatility contraction pattern detection, stage 2 template searching
EnbPI
Code for ICML 2021 Oral Paper: Conformal Prediction Interval for Dynamic Time-Series AND the extended version under review by the Journal of Machine Learning Research
EPI-to-LC
Mappings of problems from the book Elements of Programming Interviews (EPI) to Leetcode
fractal-interpolation
Analysis of Fractal Interpolation Functions for Large Datasets
gann-swing
Python module to calculate Gann swings
gasoline-trading
System for trading RBOB Gasoline futures contracts based on CFTC data.
High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
ib_insync
Python sync/async framework for Interactive Brokers API
jumpdiff
JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
magic-trace
Easy Intel Processor Trace Visualizer
MambaStock
MambaStock: Selective state space model for stock prediction
MFDFA
Multifractal Detrended Fluctuation Analysis in Python
Multifractality
Multi-Fractal Detrended Fluctuation Analysis (MFDFA) for fractal and long-range correlation analysis of time series
notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
pykan
Kolmogorov Arnold Networks
qdownload
IQFeed CSV market data download tool
relative-strength
IBD Style Relative Strength Percentile Ranking of Stocks (i.e. 0-100 Score).
RRGPy
RRGPy is a Python script for displaying Relative Rotation Graph.
stockpredictionai
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator.
trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Transformers_Are_What_You_Dont_Need
The best repository showing why transformers might not be the answer for time series forecasting and showcasing the best SOTA non transformer models.
vcp_screener.github.io
A program screens stocks following Mark Minervini's strategy.
volgpt
Explores use of text-to-text LLMs for vol prediction, something normally done with number-to-number stochastic volatility model such as the MSM or Heston, with high frequency data. Implementation of nanoGPT, training on high-frequency tick data for JPM and AAPL.