kstarek Goto Github PK

aialpha

Use unsupervised and supervised learning to predict stocks

algotrader

Binance AlgoTrader using Gradient Boosting Machine Learning Approach

appendvbatoexcel

A python script to append VBA Modules to Excel

binomialoptmodel

A python program to implement the discrete binomial option pricing model

blzz-arb-strat

(previously) Succesful arbitrage strategy for protocol owned liquidity, generated ~15k in returns before alpha decay reduced it to $0

bybit-smm

bybit simple market maker

data-science-notes

deep-stochastic-volatility-model

https://arxiv.org/abs/2102.12658

dsynths-app-v2

Trade stocks and commodities in a decentralized fashion. No KYC - No Signup.

dtsm-sofr-futures

Dynamic Term Structure Models for SOFR Futures

engineerquant

Code and notebooks for my blog articles

equityvision

Stock Forecast Research

fourier-bayesian-sv-estimation

Fourier-Bayesian estimation of stochastic volatility models

gail

Generative adversarial imitation learning

gail-pytorch

A simple implementation of Generative Adversarial Imitation Learning with PyTorch

gas_market

(http://ceur-ws.org/Vol-2611/paper2.pdf) Open-domain Event Extraction and Embedding for Natural Gas Market Prediction

gen_models_in_trading

Generative Models in Commodity Trading

gridforecaster

An application that uses Machine Learning models to generate forecast for Ireland's electricity grid. Forecast variables include system power generation, wind power generation, and system power demand. This work was developed as the main project for Higher Dimploma in Computing.

health-lesion-stovol

healthy and lesion models for learning based on the joint estimation of stochasticity and volatility

imitation

Code for the paper "Generative Adversarial Imitation Learning"

integ

Input data and source code for the paper "Modelling uncertainty in coupled electricity and gas system models—is it worth the effort?"

irl-essential-code

Generate expert demonstrations; GAIL(Generative Adversarial Imitation Learning); IRL(Inverse Reinforcement Learning)

lean-

leetcode-pratice

Leetcode Algo Solutions in Java

liualgotrader

Framework for algorithmic trading

machine_learning_from_scratch

market_microstructure_models

opti-trade

optiontrading

Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.

pyfengforpapers

Python Code for Quantitative Finance Papers