Vishad Bhalodia's repositories
Starbucks_Capstone_Project
This project is a part of the Machine Learning Engineer Nanodegree Program.
RFQ-project
predict the best price to quote
Matplotlib-Labs
Python code for charts using matplotlib
universal-portfolios
Collection of algorithms for online portfolio selection
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
linear-tree
A python library to build Model Trees with Linear Models at the leaves.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
quantstats
Portfolio analytics for quants, written in Python
multiarm_kelly_portfolio
Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
pysystemtrade
Systematic Trading in python
notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
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).
fixedincome
Python Fixed Income Securities & Derivatives analytics package
sp500
Current and Historical Lists of S&P 500 components since 1996
hugo-rocinante
Minimal blog hugo theme for Hugo
factorlab
FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment algorithm development process.
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
BDA_py_demos
Bayesian Data Analysis demos for Python
orie5741-project
Repository for the ORIE 5741 Learning with Big Messy data course project
ProjectsFall2021
Repository for Fall 2021 ORIE 4741 projects.
ISLR-python
An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code
textbook
The CS 3110 Textbook, "OCaml Programming: Correct + Efficient + Beautiful"
py4fi2nd
Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
dx
DX Analytics
fruitionsite
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