marcusguerranda

imc-prosperity-2

My IMC Prosperity 2 code (9th place)

PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

kdbplus

A repository for q/kdb+ programs.

optiver-trading-close

prosperity-2

imc_prosperity_trading_bot

a copy of our trading bot in the IMC prosperity trading competition

stock-sentiment-analysis

tgtg

Scanner for Too Good To Go Notifications

sherlock

Hunt down social media accounts by username across social networks

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

imc-prosperity

IMC_Prosperity

This repository contains our solution to the IMC Prosperity Challenge

imc_prosperity

Code for the IMC-prosperity competition.

imc-2023

Code written for the IMC Prosperity trading competition in 2023.

IMC-Prosperity

IMC Prosperity Competition (2023)

IMC-Prosperity-Hackathon

IMC Prosperity Hackathon 2023

IMCTrade2023

IMC Prosperity 2023

imc-prosperity-2-backtester

Backtester for IMC Prosperity 2 algorithms

IMC_Prosperity2_Team_Pandora

Bactesting repo

IMC-Prosperity-2023-Stanford-Cardinal

Stanford Cardinal's algorithms (Overall Rank 2) in IMC Prosperity 2023

imc-prosperity-2-visualizer

IMC Prosperity 2 algorithm visualizer

backtest-imc-prosperity-2023

Utilities for back testing code related to the IMC prosperity challenge 2023.

imc-prosperity-visualizer

IMC Prosperity 1 algorithm visualizer

SecondBrain

obsidian-recall

A spaced repetition system for Obsidian!

Kinetic-Component-Analysis

I made this project in a group of 5. The original was deleted so I decided to repost it. I will delete this if my group members ask me to.

Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

web-scraping-iso-prices

web scrape of four ISOs to get the current RT wholesale prices

pjm_dataminer

PJM data miner scripts to make exporting data easier. PJM is a regional transmission organization (RTO) that coordinates the movement of wholesale electricity in all or parts of 13 states and the District of Columbia. Utilities to connect to available public apis and output in various formats for the convenient population of a data warehouse.

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