Name: Farø Research
Type: Organization
Bio: Farø Research is a quant startup focused on researching and implementing quantitative trading strategies using state of the art artificial intelligence models.
Location: Florianópolis, Brazil
Blog: https://www.faroresearch.com
Farø Research's Projects
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
Technical Analysis Library using Pandas and Numpy
Code and output for Master Thesis "A leveraged investment strategy using Deep Reinforcement Learning"
Code that is (re)usable in in daily tasks involving development of quantitative trading strategies.
Ipython notebooks for math and finance tutorials
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Contains example code for yfinance article on algotrading101.com