sharavsambuu's repositories
english-mongolian-nmt-dataset-augmentation
Generate a 1 million-sample warm-up dataset for neural machine translation from a 700 million-word Mongolian text corpus using the Google Translate service
shannons-demon
Aka portfolio rebalancing bonus
leisure-software-renderer
Multi-threaded 3D Software Renderer from scratch.
shify-backtester
Backtester for custom use, might be not that useful tho.
spaghetti-discovery-workflow
A general workflow to disprove trading strategy through the CPCV and DSR
trading-cost-analysis
Trading Cost Analysis for two different broker fee model : Commission based and Spread based
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
backtest_optimizer_cpcv_opt
Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
bybit-smm
bybit simple market maker
Cryptos_Analysis_by_MicroBioScopicData
Cryptocurrency Analysis with Python
FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
fsi-samples
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
hello-60-40
60/40 portfolio through the proxy indices
Multi-Strategy-Quant-System
This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
precise_online_portfolio_construction_m6
World beating online covariance and portfolio construction.
PythonNumericalDemos
Well-documented Python demonstrations for spatial data analytics, geostatistical and machine learning to support my courses.
qstrader
QuantStart.com - QSTrader backtesting simulation engine.
quant_rv
quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
RasterizerHowTo
Handwritten rasterizer with clean and well-annotated C++ implementation
sunday-quant-scientist
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
US-Stock-Symbols
Full lists of US Securities on the NASDAQ, NYSE, and AMEX powered by GitHub Actions
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading