sharavsambuu

Adv_Fin_ML_Exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

AFML-Bars

Implementation and testing of bars and imbalance bars

AFML_by_JT2-92

AFML_by_maxgao18

cleanrl

High-quality single file implementation of Deep Reinforcement Learning algorithms with research-friendly features (PPO, DQN, C51, DDPG, TD3, SAC, PPG)

CPCV

Code for Combinatorial Purged Cross Validation

credit_semaphore

Asynchronous Semaphore Based on Credits for Efficient Credit-Based API Throttling

Data-Science-Portfolio

This portfolio is a compilation of notebooks which I created for Data Science related tasks like Tutorials, Exploratory Data Analysis, and Machine Learning.

Deep-Learning-Machine-Learning-Stock

Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.

feature-engineering-and-feature-selection

A Guide for Feature Engineering and Feature Selection, with implementations and examples in Python.

finance-scripts

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

GA-efficient-frontier

An evolutionary algorithm (EA) capable of maximizing the sharpe ration for a given universe of 70.000 funds.

Impact-of-market-microstructure-on-stock-price

KalmanBOT_ICASSP23

DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS

Latent-Space-Hawkes_by_IdeasLabUT

Python implementation of the Latent Space Hawkes (LSH) model for continuous-time dynamic networks

lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

Meta_Labeling

Meta labeling is a method of determining the size of the bet.

Pairs-Trading-Soph42

Exploration into pairs trading

pairs_trading_financialnoob

experiments with pair trading

qstrader

QuantStart.com - QSTrader backtesting simulation engine.

RL_trading_uio_master_thesis

SCINet

TensorFlow SCINet implementation with extensions for Advances in Deep Learning Leiden University 2022

StructuralEntropy

Hedge long only portfolio using structural entropy

Trading-Strategy-Performance-Enhancement-with-Meta-Labelling-An-Evaluation-of-Tree-Based-Algorithms

Trading Strategy Performance Enhancement with Meta-Labelling: An Evaluation of Tree-Based Algorithms

tradingbot22-tradingbots

trend_scanning_by_freirerene

tts-cgan

TTS-CGAN: A Transformer Time-Series Conditional GAN for Biosignal Data Augmentation

Wifey-Miro

ydata-synthetic

Synthetic structured data generators