sunsetcoder

finance_ml

Advances in Financial Machine Learning

machine-learning-asset-management

Machine Learning in Asset Management

py-market-profile

A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.

Watch-Me-Build-a-Trading-Bot

This is the code for "Watch Me Build a Trading Bot" by Siraj Raval on Youtube

adv-financial-ml-marcos-exercises

Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado

Adv_Fin_ML_Exercises

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

Advanced-Deep-Trading

Mostly experiments based on "Advances in financial machine learning" book

awesome-TS-anomaly-detection

List of tools & datasets for anomaly detection on time-series data.

awesome_time_series_in_python

This curated list contains python packages for time series analysis

blog

Source code for my personal blog

ezibpy

ezIBpy, a Pythonic Client for Interactive Brokers API

financial-data-structures

Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.

finta

Common financial technical indicators implemented in Pandas.

forex

Model the Forex Prediction

gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/

Hands-On-Data-Analysis-with-Pandas

Materials for following along with Hands-On Data Analysis with Pandas.

LOSA

mixture_model_trading_public

PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

presentations

Slide show presentations regarding data driven investing.

python-patterns

A collection of design patterns/idioms in Python

qdownload

IQFeed CSV market data download tool

qtpylib

QTPyLib, Pythonic Algorithmic Trading

quant

Quantitative Analysis Research see more at https://teddykoker.com

RLNonStationary

Demo for the application of RL to non-stationary effects

synthetic_time_series

trade-frame

c++ based application for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution.

TSCV

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

twint

An advanced Twitter scraping & OSINT tool written in Python that doesn't use Twitter's API, allowing you to scrape a user's followers, following, Tweets and more while evading most API limitations.

UCR_Time_Series_Classification_Deep_Learning_Baseline

Fully Convlutional Neural Networks for state-of-the-art time series classification