Stanislav's repositories
legitindicators
Collection of indicators that I used in my strategies.
atspy
AtsPy: Automated Time Series Models in Python (by @firmai)
binance-rs
Rust Library for the Binance API
binance-rs-async
Async client for the Binance APIs
crypto-crawler-rs
A rock-solid cryptocurrency crawler library.
crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
data-science-portfolio
Data science portfolio - projects, kaggle, course work, tutorials
datagene
DataGene - Identify How Similar TS Datasets Are to One Another (by @firmai)
deltapy
DeltaPy - Tabular Data Augmentation (by @firmai)
feature-engineering-handbook
A practical feature engineering handbook
Hands-On-Genetic-Algorithms-with-Python
Hands-On Genetic Algorithms with Python, Published by Packt
HFT-price-prediction
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
L1DataMovementPrediction
A multi-label, multi-class classifier for an intra-day L1 order book data of a single security.
Machine-Learning-and-Quantitative-analysis
π°Step by steps to explore and analysis the data, build model by utilizing machine learning model or deep learning model, the tools include numpy, pandas,scipy,sklearn,tensorflow etc, or big data analysis with Apache Spark.
moving_min_max
Track minimum or maximum of a sliding window.
nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
netdata
Real-time performance monitoring, done right! https://www.netdata.cloud
pairstrade-fyp-2019
We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
pandapy
PandaPy has the speed of NumPy and the usability of Pandas 10x to 50x faster (by @firmai)
Pandas-Cookbook-Second-Edition
Pandas Cookbook Second Edition, published by Packt
PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Python-Feature-Engineering-Cookbook
Python Feature Engineering Cookbook, published by Packt
rl_markets
Market Making via Reinforcement Learning
T-1000
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wattnet-fx-trading
WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series