Thomas Moxham's starred repositories
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Data-Structures-and-Algorithms
Data Structures and Algorithms in Python
noise2noise
Noise2Noise: Learning Image Restoration without Clean Data - Official TensorFlow implementation of the ICML 2018 paper
statsintro_python
Python modules and IPython Notebooks, for the book "Introduction to Statistics With Python"
Trading-Interview-Questions
Guide on how to prepare for quant trading roles out of college
quant-finance-lectures
Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
noise2noise-pytorch
PyTorch Implementation of Noise2Noise (Lehtinen et al., 2018)
slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
Trading-Curriculum
Curating resources for learning how to trade
MTH9879-Market-Microstructure-Models
Baruch MFE 2019 Spring
CQF_June_2020
This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 cohort.
wind-power-forecasting-challenge
Wind Power forecasting for the day-ahead energy market - Data Challenge
Quant-Interview-Question-Bank
Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!
Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks
CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Optimization and Factor Analysis
MTH9866-FX-Modeling-and-Market-Making
Baruch MFE 2019 Fall
SI-GuidedProject-4884-1627462177
Natural Gas Price Prediction System Using IBM Watson services
BlackScholes-Pricer
Codes for Cambridge Spark & IMC Quantitative Finance Workshop
Prediction-of-volatility-in-stock-movements-on-the-US-market
Answer to CFM challenge US-Stock-Market volatility prediction - Ranked 4th
quant-interview-prep
general algorithms revision for quant
time-series
Course on Time series forecasting by Cambridge Spark and HSBC