sashml

Sash's starred repositories

system-design-primer

Learn how to design large-scale systems. Prep for the system design interview. Includes Anki flashcards.

Language:PythonNOASSERTION264872 6614 293

PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Language:Jupyter NotebookMIT4282 127 458

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

4014 267 293

CodingInterviews

This repository contains coding interviews that I have encountered in company interviews

Language:Python330000

nlp-architect

A model library for exploring state-of-the-art deep learning topologies and techniques for optimizing Natural Language Processing neural networks

Language:PythonApache-2.02935 165 126

High-Frequency-Trading-Model-with-IB

A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python

Language:PythonMIT2456 246 19

analytics-handbook

Getting started with soccer analytics

Language:Jupyter NotebookMIT1463 101 4

papers-with-annotations

Research papers with annotations, illustrations and explanations

MIT827 84 2

cointrader

Coin Trader is a Java-based backend for algorithmically trading cryptocurrencies. It provides data collection and export, complex event processing and triggering, and backtesting - paper trading - live trading.

Language:JavaNOASSERTION449 70 134