Yaniv-Private's repositories
simple-back
A simple daily python backtester that works out of the box.
qstrader
QuantStart.com - QSTrader backtesting simulation engine.
datagene
DataGene - Identify How Similar Datasets Are to One Another (by @firmai)
research
Notebooks based on financial machine learning.
deltapy
DeltaPy - Tabular Data Augmentation (by @firmai)
tsfresh
Automatic extraction of relevant features adapted for DeltaPy
vix
Compute VIX and related volatility indices
numfin
Numpy for Finance Examples
DeepLearningForTimeSeriesForecasting
A tutorial demonstrating how to implement deep learning models for time series forecasting
Kritzman-Regime-Detection
A HMM application in Kritzman Regime Detection
vix_prediction
A time series prediction project on the CBOE VIX index.
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
ivix
**波指的计算
Stock-Forecasting
Hidden Markov Model (HMM) based stock forecasting
Vol_prediction
Realized Volatility Forecasting modeling