sharavsambuu Goto Github PK
Name: sharavsambuu
Type: User
Bio: A Financial Theory Detective.
Location: Murun, Khuvsgul, Mongolia
Name: sharavsambuu
Type: User
Bio: A Financial Theory Detective.
Location: Murun, Khuvsgul, Mongolia
Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars
Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
Scikit-learn style cross-validation classes for time series data
To classify trades into buyer- and seller-initiated.
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
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.
trend / momentum and other patterns in financial timeseries
TTS-CGAN: A Transformer Time-Series Conditional GAN for Biosignal Data Augmentation
Python port of the Unidip clustering algorithm from: http://www.kdd.org/kdd2016/subtopic/view/skinny-dip-clustering-in-a-sea-of-noise
just some volatility related experiments
Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Volume-Synchronized Probability of Informed Trading
Order flow toxicity; Volume-Synchronized Probability of Informed Trading
Application of VPIN in cyrptocurrency market.
World Quant 101 alphas的计算和策略化
Order execution in the financial markets using Deep Reinforcement Learning.
Synthetic structured data generators
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.