ocqco

mean_reversion_strategies

Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.

Research

PDFs for Lead Lag Research

thermal_optimal_path

Dynamic lead/lag inference for time series

InterviewThis

An open source list of developer questions to ask prospective employers

vpin

Volume-Synchronized Probability of Informed Trading

gym

A toolkit for developing and comparing reinforcement learning algorithms.

jnumpy

Writing Python C extensions in Julia within 5 minutes.

lowbar

The simplest no-nonsense progress bar for python

influx-spout

influx-spout: A metric aware router for InfluxDB

flint

A Time Series Library for Apache Spark

switch-config-render

courier

Courier is a simple, opinionated, source code dependency manager

dock2box

Apply Docker host images to Bare-Metal hardware using PXE boot

random123

Counter-based random number generators for C, C++ and CUDA.

fs123

fs123 network filesystem

jupyterlab-execute-time

A JupyterLab extension for displaying cell timings

pyflyby

A set of productivity tools for Python

base

Standard library for OCaml

core

Jane Street Capital's standard library overlay

web3.py

A python interface for interacting with the Ethereum blockchain and ecosystem.

quantnewgrad2022

scientific-visualization-book

An open access book on scientific visualization using python and matplotlib

Pairs-Trading-With-Python

This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equity markets: Pairs Trading.

sktime

A unified framework for machine learning with time series

esig

esig python package

tsfresh

Automatic extraction of relevant features from time series:

feature_engine

Feature engineering package with sklearn like functionality

pymc

Bayesian Modeling and Probabilistic Programming in Python

mlflow

Open source platform for the machine learning lifecycle

PyData-London-2022-Tutorial-Stacking-Neural-Nets-Together

Notebooks for the tutorial