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Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.
A curated list of awesome mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
A reporting and charting package for use with the python bt backtesting framework
Python Stream Processing
List of Computer Science courses with video lectures.
Generative Adversarial Network for Stock Market Price Prediction
DCC GARCH modeling in Python
PyTorch code for DeepTIMe: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting
ffn - a financial function library for Python
Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
Functions for model fitting and inference
Long term projection of short term SARIMA estimate of raw liquidity need
Forecast of LIBOR via Vasicek modeling and MCMC Metropolis-Hastings estimation of the coefficients
Predicting stock price by using Hidden Markov model
Contains all code related to using HMMs to predict stock market prices.
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah
High-Performance Kalman Filtering and Smoothing in Python
kdb+/q kalman beta matlab python
Large Language Models for Time Series.
Code for Machine Learning for Algorithmic Trading, 2nd edition.
Minimal, clean, code for the Byte Pair Encoding (BPE) algorithm commonly used in LLM tokenization.
Jupyter (IPython) notebooks for exploring mixture models
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 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. 📊📈🎉
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 ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.