Serjio Borisov's repositories
grpc-go-course
Udemy gRPC Master Class https://www.udemy.com/grpc-golang
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
cryptoxlib-aio
cryptoxlib-aio - asynchronous python client for various crypto exchanges with full REST API and websocket support. Supported exchanges: AAX, Bibox, BiboxEurope, Binance (spot, margin, USDS-M futures, COIN-M futures, BLVT, BSwap), Bitforex, BitpandaPro, Bitvavo, BTSE, Coinmate, Eterbase, HitBTC, Liquid.
Deep-Robust-Statistical-Arbitrage
This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NETWORKS"
dva
Code release for "Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction" https://arxiv.org/abs/2309.00073
go-ext-grader
Final project of the "Golang Web Services Development" course https://golangcourse.ru/
go_rate_limiter
Rate limiter service built in Golang
graphql-e-store
Simple implementation of GraphQL server for e-store
gridtrading
high-frequency grid trading strategy backtesting for binance futures
microservices-demo
Sample cloud-native application with 10 microservices showcasing Kubernetes, Istio, gRPC and OpenCensus.
protocol-buffers
Complete Guide to Protocol Buffers 3 https://www.udemy.com/protocol-buffers/
pychinesecodetoenglish
Translates Chinese python code to English (with Google Translate)
R2D4-RL
Durham University, Dissertation: 1st - 92. Additional Materials and Codebase for the paper: Combining Recent Advances in Reinforcement Learning for Super Mario Bros. - Recurrent Replay Deeper Denser Distributed DQN+ (R2D4+).
Stockformer
This paper, StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks, is currently under consideration for publication in the [Neurocomputing](https://www.sciencedirect.com/journal/neurocomputing).
support_resistance
Small package that helps to find support and resistance levels and plot them on chart
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
trials
Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading