sabyasm

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

ipython-notebooks

A collection of IPython notebooks covering various topics.

m4

machine-learning-for-trading

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

manu_data_competition

Final submission for Manulife Data Competition 2018

recommenders

Best Practices on Recommendation Systems

tf-recsys

tf-recsys contains collaborative filtering (CF) model based on famous SVD and SVD++ algorithm. Both of them are implemented by tensorflow in order to utilize GPU acceleration.

trading-idea-notebooks

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