Jonathan Shore's repositories

tseries-patterns

trend / momentum and other patterns in financial timeseries

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.Net-Bridge

.NET Bridge allowing Python and R to access .NET libraries, running either locally or remotely

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r-tseries-patterns

trend / momentum and other patterns in financial timeseries

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tr8dr.github.io

Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets

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scikit-learn

scikit-learn: machine learning in Python

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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.

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gcForest

This is the official implementation for the paper 'Deep forest: Towards an alternative to deep neural networks'

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plotly.py

The interactive graphing library for Python (includes Plotly Express) :sparkles:

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DMDpack

Dynamic Mode Decomposition

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dygraphs

R interface to dygraphs

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Exposed

Kotlin SQL Framework

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groovy-shell-server

Remoting enabled groovysh server

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libming

SWF output library

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mathnet-numerics

Math.NET Numerics

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okhttp

Square’s meticulous HTTP client for the JVM, Android, and GraalVM.

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oxyplot

source code and examples

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plotnine

A grammar of graphics for Python

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rbokeh

R interface to Bokeh http://hafen.github.io/rbokeh/

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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.

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wren

The Wren Programming Language. Wren is a small, fast, class-based concurrent scripting language.

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