Evgenii M's starred repositories
backtrader
Python Backtesting library for trading strategies
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
BinaryNet.pytorch
Binarized Neural Network (BNN) for pytorch
polar-codes
A library for polar codes in Python.
AI-for-Trading
Artificial Intelligence for Trading Nanodegree Projects
Realized-volatility-forecasting-LASSO-approach-and-HAR
Based on the approaches which are presented in "Forecasting Realised Volatility: Does the LASSO approach outperform HAR?" (Yi Ding, Dimos Kambouroudis & David G McMillan, 2021) I predict realized volatility for different indices (UK, USA, Germany and others)
TradingStrategy-Backtester
Trading Strategy backtester and hyperparameter optimizer for crypto and stocks.
acg-alp-ldpc
Implementation of LDPC decoding algorithms
MSGARCH-model---strategy-test
Repository contains implementation for tesing a trading algorithm based on MSGARCH model. The initial strategy is described in the article: "Testing an Algorithm with Asymmetric Markov-Switching GARCH Models in US Stock Trading".
HARQ_model_and_EVT
Explore article by G.Lui and others "Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory"