Jonathan Shore's repositories
tseries-patterns
trend / momentum and other patterns in financial timeseries
.Net-Bridge
.NET Bridge allowing Python and R to access .NET libraries, running either locally or remotely
tr8dr.github.io
Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
r-tseries-patterns
trend / momentum and other patterns in financial timeseries
scikit-learn
scikit-learn: machine learning in Python
Adversarial-PG
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
trials
Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierarchical reinforcement learning. It includes the code for the proposed method and experimental results on real-world stock data to demonstrate its effectiveness.
DMDpack
Dynamic Mode Decomposition
groovy-shell-server
Remoting enabled groovysh server
mathnet-numerics
Math.NET Numerics
okhttp
Square’s meticulous HTTP client for the JVM, Android, and GraalVM.
plotnine
A grammar of graphics for Python
wren
The Wren Programming Language. Wren is a small, fast, class-based concurrent scripting language.