sharavsambuu's repositories
trading-cost-analysis
Trading Cost Analysis for two different broker fee model : Commission based and Spread based
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
bybit-smm
bybit simple market maker
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.
precise_online_portfolio_construction_m6
World beating online covariance and portfolio construction.
shannons-demon
Aka portfolio rebalancing bonus
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
PythonNumericalDemos
Well-documented Python demonstrations for spatial data analytics, geostatistical and machine learning to support my courses.
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Cryptos_Analysis_by_MicroBioScopicData
Cryptocurrency Analysis with Python
leisure-software-renderer
Multi-threaded 3D Software Renderer from scratch.
RasterizerHowTo
Handwritten rasterizer with clean and well-annotated C++ implementation
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
spaghetti-discovery-workflow
A general workflow to disprove trading strategy through the CPCV and DSR
shify-backtester
Backtester for custom use, might be not that useful tho.
synthetic-equities
Financial equity performance generation using Monte Carlo simulation and associated metric extraction.
shs-concurrency-exps
My views of concurrency primitives
pal_tasks
Code for the C++20 coroutines based job system discussed in https://poniesandlight.co.uk/reflect/coroutines_job_system/
TinyJob
A Job system implemented with a lock free stealing queue
signature-regime-detection
Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensional and non-Markovian data"
machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
systematic-trading_by_edarchimbaud
The Swiss knife for developing systematic trading strategies. It includes datasets and strategy ideas to assist in developing and backtesting trading algorithms.
tree-of-thoughts
Plug in and Play Implementation of Tree of Thoughts: Deliberate Problem Solving with Large Language Models
mc_sim_fin
Montecarlo simulations/analysis for finance (equity simulator)