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Mark Regan's Projects

cointanalysis icon cointanalysis

Python library for cointegration analysis. It carries out cointegration test and evaluates spread between cointegrated time-series based on scikit-learn API.

fracdiff icon fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

freqai-marcos-lopez-de-prado icon freqai-marcos-lopez-de-prado

Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)

reinforcement-learning icon reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

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