sharavsambuu

sharavsambuu

Geek Repo

Location:Murun, Khuvsgul, Mongolia

Home Page:https://www.shadertoy.com/view/MsX3Wn

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EpicGames

sharavsambuu's repositories

trading-cost-analysis

Trading Cost Analysis for two different broker fee model : Commission based and Spread based

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QuantInvestStrats

Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.

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bybit-smm

bybit simple market maker

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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.

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precise_online_portfolio_construction_m6

World beating online covariance and portfolio construction.

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shannons-demon

Aka portfolio rebalancing bonus

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volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

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PythonNumericalDemos

Well-documented Python demonstrations for spatial data analytics, geostatistical and machine learning to support my courses.

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awesome-systematic-trading

A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.

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Cryptos_Analysis_by_MicroBioScopicData

Cryptocurrency Analysis with Python

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leisure-software-renderer

Multi-threaded 3D Software Renderer from scratch.

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RasterizerHowTo

Handwritten rasterizer with clean and well-annotated C++ implementation

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OptimalPortfolios

Implementation of optimisation analytics for constructing and backtesting optimal portfolios

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spaghetti-discovery-workflow

A general workflow to disprove trading strategy through the CPCV and DSR

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shify-backtester

Backtester for custom use, might be not that useful tho.

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synthetic-equities

Financial equity performance generation using Monte Carlo simulation and associated metric extraction.

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shs-concurrency-exps

My views of concurrency primitives

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pal_tasks

Code for the C++20 coroutines based job system discussed in https://poniesandlight.co.uk/reflect/coroutines_job_system/

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TinyJob

A Job system implemented with a lock free stealing queue

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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"

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machine-learning-for-trading

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

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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.

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tree-of-thoughts

Plug in and Play Implementation of Tree of Thoughts: Deliberate Problem Solving with Large Language Models

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mc_sim_fin

Montecarlo simulations/analysis for finance (equity simulator)

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