QT's repositories
arch
ARCH models in Python
AT
Algorithmic Trading
data_parsing
Code snippets that I have a blog entry for at vitaltrades.com
extract-news-api
Flask code to deploy an API that pulls structured data from online news articles
extractnet
A Dragnet that also extract author, headline, date, keywords from context
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
FKF.SP
Fast Kalman Filtering through Sequential Processing
flutter-geolocator
Android and iOS Geolocation plugin for Flutter, forked from
lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
machine-learning-asset-management
Machine Learning in Asset Management
newscatcher
Programmatically collect normalized news from (almost) any website.
NFCP
N-Factor Commodity Pricing through Term Structure Estimation (R Package)
NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
oct_applications
Applications to the apprenticeship program, October 2020.
path_signatures_introduction
A Brief Introduction to Path Signatures for Machine Learning Practitioners
rl-workshop
Reinforcement Learning workshop @ amld20
signatory
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU.
Solution-Starter-Kit-Cooperation-2020
Materials for the Call for Code 2020 solution starter kit for community collaboration in the context of COVID-19.
vix
Compute VIX and related volatility indices
workshops
Materials for workshops on the Hugging Face ecosystem