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Name: Oleksandr Anufriyev
Type: User
Twitter: OAnufriyev
Location: Munich, Germany
Name: Oleksandr Anufriyev
Type: User
Twitter: OAnufriyev
Location: Munich, Germany
πΈ A long-short equity quantitative trading strategy (sentiment-based)
R codes for different quant trading purposes
Download and parse credit rating history files that US rating agencies generate each month in accordance with SEC Rule 17g-7
A high frequency trading module based on how often stock symbols appear in reddit comments
Get reported shorted volume for US stocks in accordance with https://www.investopedia.com/terms/r/regsho.asp
Contains all the Jupyter Notebooks used in our research
Jupyter notebook tutorials for the QuantBook Lean system project.
Quantitative research and educational materials
REST API is a web-based API using a Websocket connection. Developers and investors can create custom trading applications, integrate into our platform, back test strategies and build robot trading.
Full dataset of Reuters composed of 8,551,441 news titles, links and timestamps (Jan 2007 - Aug 2016).
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Using ChatGPT to summarize your personalized RSS feeds
The saxo_openapi package provides easy access to SAXO OpenAPI. Checkout the Jupyter notebooks covering different aspects of the API.
Some interesting scraping projects for tickets, github, youtube. Also some implementation via Azure Functions
Some code examples using the IG Index API
Python SEC EDGAR Filings API. Over 18 million filings, all 150 filing types supported. Query, full-text search and real-time stream API. Convert XBRL-to-JSON and access standardized financial statements from 10-K and 10-Q filings.
Download all companies periodic reports, filings and forms from EDGAR database.
EDGAR Filer Manual (Volume II) EDGAR Filing (Version 31) for RaptorXML+XBRL Server
Predictions of SEC Indictments based on Filings Types, Corporate Info
Using Python, read the SEC RSS Feed and convert to JSON dictionary
XBRL.US Webinar: How to download and process SEC XBRL Data Directly from EDGAR
Building a financial reporting SQLite database from the SEC's EDGAR XBRL filings. SEC maintains RSS feeds for each month with the filings submitted during that month.
Scrape public filings of the buy + sell orders of U.S. senators and calculate their returns
Use NLP to predict stock price movement associated with news
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
A python script that predicts a stock's susceptibility to a short squeeze.
Effect of short interest to stock pricing. Uses data from Quandl + QuoteMedia.
Semantic Ontology Matching for Product and Industry Classifications - An automated mapper from SITC (Standard International Trade Classification) to ΓNACE (Austrian nomenclature used for all industries and service activities)
Scraper of the site skyscanner. Help tracking cheap flights
A declarative, efficient, and flexible JavaScript library for building user interfaces.
π Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. πππ
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google β€οΈ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.