rspadim

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

awesome-AI-for-time-series-papers

A professional list of Papers, Tutorials, and Surveys on AI for Time Series in top AI conferences and journals.

mlfinlab

Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

adialab-notebooks

arduino-canhacker

CanHacker (lawicel) CAN adapter on Arduino + MCP2515

arduino-mcp2515

Arduino MCP2515 CAN interface library

arduino-psa-comfort-can-adapter

Arduino sketch to operate new PSA/Stellantis (Peugeot, Citroen, DS, Opel) comfort devices (CAN2010) on old BSI CAN-BUS (CAN2004)

awesome-investing

💸💸 Curated list of investment & finance related resources

Axial-LOB-High-Frequency-Trading-with-Axial-Attention

Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'

binance-public-data

Details on how to get Binance public data

brFinance

ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

covid19misc

Miscelaneous of things on covid 19

Deep-Learning-Models-for-financial-time-serie-forecasting-with-LOB-Data

Pytorch implementation of deep learning models for financial time series forecasting using LOB

docker-rcran

A dockerfile to install all of CRAN

docker-rstats

Kaggle R docker image

FinancialData

Python and finacial data

framework

Machine learning, computer vision, statistics and general scientific computing for .NET

KDEpy

Kernel Density Estimation in Python

lobpy

Python package for a class of tractable SPDE models for limit order book modeling

m2cgen

Transform ML models into a native code (Java, C, Python, Go, JavaScript, Visual Basic, C#, R, PowerShell, PHP, Dart, Haskell, Ruby) with zero dependencies

ML-HFT

High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques

NNS

Nonlinear Nonparametric Statistics

pfSense-Dashboard

A functional and useful dashboard for pfSense that utilizes influxdb, grafana and telegraf

PSA-RE

PSA (Peugeot/Citroen/DS) electronics architecture reverse engineering.

PSAVanCanBridge

VAN - CAN protocol bridge (V2C) for cars made by PSA Group (Peugeot, Citroen)

pypbo

Probability of Backtest Overfitting in Python

QuantEquityManagement

Research on Factor Models, Alpha Generation etc

socios-brasil

Captura os dados de sócios das empresas brasileiras na Receita Federal e exporta para um formato legível por humanos

TransLOB---Transformers-for-limit-order-books-

Pytorch implementation of TransLOB from Transformer for limit order books