sharavsambuu's repositories
mongolian-text-classification
Cyrillic Mongolian text classification with tensorflow 2, and also some fine-tuning on TugsTugi's Mongolian BERT model and other NLP experiments are included.
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
algorithmic-trading-with-python
Source code for Algorithmic Trading with Python (2020) by Chris Conlan
Deep-Learning-Machine-Learning-Stock
Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.
finance_ml
Advances in Financial Machine Learning
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
fractional-differentiation-time-series
As described in Advances of Machine Learning by Marcos Prado.
machine-learning-asset-management
Machine Learning in Asset Management
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
MEDIUM_NoteBook
Repository containing notebooks of my posts on Medium
mongolian-nlp
Useful resources for Mongolian NLP
neurontrading
NeuronTrading
quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
quantitative-analysis
All my quant analysis from financial market.
QuantResearch
Quantitative analysis, strategies and backtests
shs-concurrency-exps
My views of concurrency primitives
shs-vulkan-exps
Just learning a Vulkan API with SDL2.
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations
stop-trading
A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns
Technical_Analysis_and_Feature_Engineering
Feature Engineering and Feature Importance of Machine Learning in Financial Market.
trading-rules-using-machine-learning
This is my financial trading system using ML (Random forest & LSTM). Most of the methods are based on 'Advances in Financial Machine Learning' by Lopez de Prado.
volatility-exps
just some volatility related experiments
Volatility-Modelling-Using-HiddenMarkovModels
Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading