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
r-tseries-patterns
trend / momentum and other patterns in financial timeseries
tr8dr.github.io
Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets
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.
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
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.
wren
The Wren Programming Language. Wren is a small, fast, class-based concurrent scripting language.