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Krystian Safjan's Projects

algotrading-example icon algotrading-example

algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)

alpha-research-and-factor-modeling icon alpha-research-and-factor-modeling

Constructed a portfolio with advanced optimization techniques conducting Alpha Research and Factor Modeling to evaluate the performance of my alpha factors to pick the best ones for my portfolio.

backtesting icon backtesting

Python notebooks to demonstrate backtesting with Zipline.

backtesting-on-barra icon backtesting-on-barra

I built a realistic backtester using an OHLC data feed and Barra data to build trading strategies using parameters like trade delays, take profits levels, stop loss levels, etc. while my algorithm buys and sells.

blog icon blog

My personal blog available at safjan.com

breakout-strategy icon breakout-strategy

Built and evaluated a breakout signal. I ran statistical tests to test for normality and to find alpha; identified if the outliers could be a valid trading signal and made a judgement call about what should be kept versus what outliers I filtered.

certis icon certis

Certis, A High-Quality Backtesting Engine

ci_checks icon ci_checks

Code quality, security checks for using in CI

coingecko_fetcher icon coingecko_fetcher

Service for periodical fetching coin data from the coingecko and saving it in json file.

cookiecutter-data-science icon cookiecutter-data-science

A logical, reasonably standardized, but flexible project structure for doing and sharing data science work.

cryptory icon cryptory

Retrieve historical crpytocurrency data

data-science-stack-cookiecutter icon data-science-stack-cookiecutter

🐳📊🤓Cookiecutter template to launch an awesome dockerized Data Science toolstack (incl. Jupyster, Superset, Postgres, Minio, AirFlow & API Star)

dockerfiles icon dockerfiles

Dockerfiles for archlinux and pycharm running in the container

dotfiles icon dotfiles

Configuration files and scripts to quickly setup new system after reinstallation

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