sharavsambuu's repositories
WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
Advances-in-Financial-Machine-Learning_by_WongYatChun
Notes on Advances in Financial Machine Learning
Autoencoder-for-OHLC-Chart-Pattern-Recognition-
Using Keras to train an convol-autoencoder that reads FX OHLC charts
awesome-feature-engineering
A curated list of resources dedicated to Feature Engineering Techniques for Machine Learning
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
Deep-Trading
Algorithmic trading with deep learning experiments
Eigenportfolios
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
FML_lib
Python library for data analysis in algorithmic tradings
FXCM_currency
Using Machine Learning for live currency trading
hft-avellaneda
High-frequency trading in a limit order book
lspp_latent-space-point-process_by_jiaseny
Latent Space Point Process Models for Dynamic Networks
marcos-tick-imbalance
Plots tick imbalance bars using price feed mid data. Tick rule is multiplied by time since last quote.
MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
Order-Book-Trade-Classification_by_acaruso7
Stacked ensemble model to predict trade success or failure in dark pools (binary classification)
Selfstudy-note-for-advances-in-financial-machine-learning
Notebook for <Advances in Financial Machine Learning> using Python 3.7
SequentialBootstrapping
demo sequential bootstrapping
Sharav-Tech-Engine
accumulation of my raw OpenGL knowledge. it's not exactly an engine or a framework it's just a bunch of experiments
Sponza
Sponza OBJ Model
testing-and-tuning-market-trading-systems
Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
vpin
Volume-Synchronized Probability of Informed Trading
VPIN-1
Order flow toxicity; Volume-Synchronized Probability of Informed Trading
vpin-3
Application of VPIN in cyrptocurrency market.
World_Quant_Alphas
World Quant 101 alphas的计算和策略化