Tony S's repositories
ML_IEF_REPLICATION
This repository contains replication code for the paper "Machine Learning and the Implementable Efficient Frontier"
vix_strategy
VIX futures term structure strategy hedged with e-mini futures, using IBKR API
PyTrade
***Ongoing Project 60% progress*** The package offers functionalities in trading strategy backtesting, basic data import through API's, and exploratory analysis and visualization.
ann_lowleveltf
implementation of neural network ML algorithm with mnist data as an example usage. Will add parameter tuning functionality in the future.
math_painter
Simple toy CLI project to visualize shapes with specified coordinates and dimensions on a canvas.
PyFin
***Ongoing Project Very Early Stage*** This package will be a practical tool for quantifying relationships among economic variables that provides robust methodologies to validate statistical models.
TermStructureModels
Streamlit Interactive Visualization Dashboard for Modern Term Structure Models