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adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

artificial-intelligence-for-trading

Content for Udacity's AI in Trading NanoDegree.

ctp_java

CTP C++转Java Ubuntu 16.04 64位

cvx_short_course

Materials for a short course on convex optimization.

cvxportfolio

Portfolio optimization and simulation in Python

dirtyquant

Code that I show on my YouTube Channel

dlsa-public

Deep Learning Statistical Arbitrage

ep-chan-book-algo-trading

Recreate EP Chan algo trading book strategies

finance_ml

Advances in Financial Machine Learning

hummingbot

Open source software that helps you create and deploy high-frequency crypto trading bots

introduction-to-quantitative-trading

for_quant_study

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

java-ctpapi

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

mean_reverting_portfolio

mgarch

DCC-GARCH(1,1) for multivariate normal distribution.

microprice

misc

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mlforfinance

multi-strategy-quant-system

This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.

orderbook-dynamics

Modeling high-frequency limit order book dynamics with support vector machines

pairs_trading

experiments with pair trading

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

pyscipopt

Python interface for the SCIP Optimization Suite

sample_notebooks

Loose collection of Jupyter notebooks, mostly for my blog

scribd-downloader

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

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

shap-tutorial

SHAP with Python