Peter Bakker's repositories
PyHRP
A library for hierarchical risk-based portfolios which allows users to create full-investment, long-only portfolios using techniques and strategies as outlined in "Hierarchical risk parity: Accounting for tail dependencies in multi-asset multi-factor allocations" by Harald Lohre et al.
quantopian-algos
My Dissertation Algos
Alternative-Bars
Generate various Alternative Bars both historically and at real-time.
Deep-Reinforcement-Learning-in-Zipline
Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
fastai_bs_finder
Implementation of OpenAI paper with Simple Noise Scale on Fastai
hybrid-ARIMA-LSTM-model
A financial model to forecast next day SPY closing prices
Long-Short-Trading-Algorithm
All written by myself using Quantopian IDE. Contains a notebook which tests factors for their correlation with stock prices over time. Also contains the actual algorithm, where some of the successful factors were brought over into. Finally, it contains a notebook with a single cell. Running the cell will give results of a back test of the algorithm from 01-01-14 to 01-01-15.
passivbot
trading bot running on binance isolated margin
pipeline-live
Pipeline Extension for Live Trading
pyEX
Complete Python interface to IEX and IEX cloud APIs
Pynaissance
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
qbackup
Back up of quantopian notebooks
quantopian-1
Jupyter Notebooks from quantopian
quantopian-algo-trading
Repo to hold Quantopian trading algorithms using python and Quantopian
quantrocket-client
Command line interface and Python client for QuantRocket
Speculator
Predict the next Bitcoin and Ethereum market trends with machine learning and technical analysis
syntaxhighlighter
SyntaxHighlighter is a fully functional self-contained code syntax highlighter developed in JavaScript.
zipline-basics
Zipline For Trading on Custom Data for NSE
zipline-extensions
Zipline Extensions for QuantRocket
zipline-IEX-bundle
custom bundle to import IEX data into zipline (useful because the standard bundles do not include ETFs)
zipline-utils
A collection of scripts that I use to make zipline more useful ... for me