Vishad Bhalodia (s0ap)

s0ap

Geek Repo

Company:Cornell University

Location:New York

Home Page:linkedin.com/in/vishad-bhalodia/

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Vishad Bhalodia's repositories

Starbucks_Capstone_Project

This project is a part of the Machine Learning Engineer Nanodegree Program.

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RFQ-project

predict the best price to quote

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Matplotlib-Labs

Python code for charts using matplotlib

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universal-portfolios

Collection of algorithms for online portfolio selection

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volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

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linear-tree

A python library to build Model Trees with Linear Models at the leaves.

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awesome-quant

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

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quantstats

Portfolio analytics for quants, written in Python

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multiarm_kelly_portfolio

Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation

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pysystemtrade

Systematic Trading in python

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notebooks

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

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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.

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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).

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fixedincome

Python Fixed Income Securities & Derivatives analytics package

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sp500

Current and Historical Lists of S&P 500 components since 1996

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hugo-rocinante

Minimal blog hugo theme for Hugo

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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.

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HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

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BDA_py_demos

Bayesian Data Analysis demos for Python

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orie5741-project

Repository for the ORIE 5741 Learning with Big Messy data course project

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ProjectsFall2021

Repository for Fall 2021 ORIE 4741 projects.

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ISLR-python

An Introduction to Statistical Learning (James, Witten, Hastie, Tibshirani, 2013): Python code

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textbook

The CS 3110 Textbook, "OCaml Programming: Correct + Efficient + Beautiful"

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py4fi2nd

Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

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dx

DX Analytics

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dawp

Derivatives Analytics with Python (Wiley Finance)

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fruitionsite

Build your website with Notion for free

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