Rohan Kuntoji's starred repositories
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
awesome-leetcode-resources
Awesome LeetCode resources to learn Data Structures and Algorithms and prepare for Coding Interviews.
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. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
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.
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
Python_Option_Pricing
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
blueshift-demo-strategies
Repository of demo strategies for the Blueshift platform
data-science-popular-algorithms
Data Science algorithms and topics that you must know. (Newly Designed) Recommender Systems, Decision Trees, K-Means, LDA, RFM-Segmentation, XGBoost in Python, R, and Scala.
Pairs-Trading-with-Machine-Learning
Pair Trading Strategy using Machine Learning written in Python
Public_Research_and_Backtests
Research and Backtests I have been working on...enjoy
python-package-template
🎈 A Python package template using pyproject.toml, hatch, pre-commit, black, ruff, and mkdocs.
Pairs-Trading-Indian-Stocks-using-Machine-Learning
keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test
SVM-stock-return-prediction
We predict stock price with K-means clustering and support vector machine
Pairs-Trading-Backtesting
Pairs trading backtesting enviroment built with Python.
financial-ratio-clustering
2020 project by Shu Bin at Claremont McKenna College. This project applies Elkan's K-Means algorithm to S&P 500 stocks using the underlying companies' financial ratios. The algorithm is able to consistently create portfolios that exceed market return.
real-time-stock-analysis-platform
Real-time Stock Clustering and Prediction
Option-Pricing-Package
Option Pricing Package to calculate different options with different methods in Python
Final-Project-EECS545
Final Project EECS 545 Team KIWY