jpolec Goto Github PK
Name: Jakub
Type: User
Bio: quant, AI & enterpreneur, physicists
Jakub's Projects
algorithmic-trading
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
alphalens
Performance analysis of predictive (alpha) stock factors
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
hq
hurst_exponent
lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
microprice
The micro-price estimators from the paper "The Micro-Price: A High Frequency Estimator of Future Prices - Stoikov (2017)".
options-calculator
Option Calculator using Black-Scholes model and Binomial model
portfoliotr
Strategy using the TipRanks Advisors
quant-department
My contributions to the Quant Department of the Hedge Fund Club e.V. (University of Mannheim)
quant-jpolec
quantjp_public
quantopian-offline-2020
A collection of my quantopian learnings, trying to use everything locally and with updated code which works in 2020.
sbstck-dl
CLI tool for downloading Substack newsletters for archival purposes, offline reading, or data analysis.
tipranks
Python module to interact with TipRanks API.
trading_calendars
Calendars for various securities exchanges.
vnpy_mongodb
MongoDB Database Interface for VeighNa Framework
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