sharavsambuu's repositories
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.
Machine-Learning-for-Algorithmic-Trading-Second-Edition_Original
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
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.
crypto-lev-adjustment_by_folio-qnt22
A simple tool for adjusting the trading size based on your previosu performance
esg_risk_parity_by_sjufan84
Constructing a portfolio of crypto and stock assets utlizing ESG scores as well as machine learning models to predict buy / sell signals after establishing asset weights using hierarchical risk parity models.
FinRL_Crypto_CPCV_PBO
An open-source framework for reduction of overfitting of DRL agents in Finance
Gardener_fiber_jobsys
Fiber Based Job System
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
mlbot_tutorial_richmanbtc_wannabebotter
A tutorial for algorithmic trading bot using machine learning.
pal_tasks
Code for the C++20 coroutines based job system discussed in https://poniesandlight.co.uk/reflect/coroutines_job_system/
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