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scinet

TensorFlow SCINet implementation with extensions for Advances in Deep Learning Leiden University 2022

selfstudy-note-for-advances-in-financial-machine-learning

Notebook for <Advances in Financial Machine Learning> using Python 3.7

sharav-tech-engine

accumulation of my raw OpenGL knowledge. it's not exactly an engine or a framework it's just a bunch of experiments

shs-concurrency-exps

My views of concurrency primitives

shs-vulkan-exps

Just learning a Vulkan API with SDL2.

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

sponza

Sponza OBJ Model

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting, included trading bots and simulations

stock-prices-pattern-recognition

stock_analysis_for_quant

Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau

stock_cnn_blog_pub

This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"

stock_feature_engineering

Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Generated features from indicators, statistics, and recent factors. Used multi-disciplined analysis to find feature importance. Attached labels of trends and stop/hold positions for machine learning. Used machine learning to significant features.

stop-trading

A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns

structuralentropy

Hedge long only portfolio using structural entropy

support_resistance_line

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

synthetic-prices

Some experiments for synthetic time series

technical_analysis_and_feature_engineering

Feature Engineering and Feature Importance of Machine Learning in Financial Market.

technical_analysis_strategies_cryptocurrency

Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars

testing-and-tuning-market-trading-systems

Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters

timeseries-anomaly-detection

timeseriescv

Scikit-learn style cross-validation classes for time series data

trade-classification-algorithms

To classify trades into buyer- and seller-initiated.

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

trading-rules-using-machine-learning

This is my financial trading system using ML (Random forest & LSTM). Most of the methods are based on 'Advances in Financial Machine Learning' by Lopez de Prado.

tradingbot22-tradingbots

trend-prediction-ml

tseries-patterns

trend / momentum and other patterns in financial timeseries

tts-cgan

TTS-CGAN: A Transformer Time-Series Conditional GAN for Biosignal Data Augmentation

udacity-final-project

unidip

Python port of the Unidip clustering algorithm from: http://www.kdd.org/kdd2016/subtopic/view/skinny-dip-clustering-in-a-sea-of-noise