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Lists (14)
Starred repositories
A JavaScript / TypeScript / Python / C# / PHP / Go cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
Generative Flow Networks - GFlowNet
Hands-On Machine Learning for Algorithmic Trading, published by Packt
An extremely fast Python package and project manager, written in Rust.
An extremely fast Python linter and code formatter, written in Rust.
Python sync/async framework for Interactive Brokers API
A multi-factor equity risk model for quantitative trading.
A nimble options backtesting library for Python
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
A standard framework for modelling Deep Learning Models for tabular data
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-201…
Research in investment finance with Python Notebooks
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
Source code accompanying O'Reilly book: Machine Learning Design Patterns
Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
Quantitative research and educational materials
boyboi86 / mlfinlab
Forked from hudson-and-thames/mlfinlabPackage based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Statistical Jump Models in Python, with scikit-learn-style APIs