sharavsambuu

factors_by_0xCuteSocks

issa useless copy pasta, use them at ur own risk

fin-ml_by_tatsath

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

FinRL_Imitation_Learning_by_AI4Finance

kline-to-dollarbars

Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original

Machine Learning for Algorithmic Trading, Second Edition - published by Packt

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.

ArbFreeIV-VAE-Stock_Volatility

Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.

awesome-gradient-boosting-papers

A curated list of gradient boosting research papers with implementations.

bnb-correlation-streamlit

crypto-lev-adjustment_by_folio-qnt22

A simple tool for adjusting the trading size based on your previosu performance

ETF-Scraper

Scrape public ETF and Mutual Fund holdings information

FinRL_Crypto_CPCV_PBO

An open-source framework for reduction of overfitting of DRL agents in Finance

hello-cpp-tensors-dataframes

job_system

A lock-free multithreaded job system made using C++20 coroutines and atomic operations.

machine-learning-for-trading

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

mc_sim_fin

Montecarlo simulations/analysis for finance (equity simulator)

meta-labeling

Code base for the meta-labeling papers published with the Journal of Financial Data Science

modern_portfolio_theory_by_rasmushaa

pal_tasks

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

RecurrentGPT

shify-examples

shs-concurrency-exps

My views of concurrency primitives

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"

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.

TinyJob

A Job system implemented with a lock free stealing queue

Trade-Classification-Algorithms

To classify trades into buyer- and seller-initiated.

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.

tree-of-thoughts

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

TSCV_by_WenjieZ

Time Series Cross-Validation -- an extension for scikit-learn