mick-phemex Goto Github PK
Name: Mick
Type: User
Company: phemex
Mick's Projects
2dks
2 Dimensional Kolmogorov-Smirnov test for goodness-of-fit
adv_fin_ml
Advances in Financial Machine Learning by Marcos Lopez De Prado
adv_fin_ml_exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
attention-cnn
Source code for "On the Relationship between Self-Attention and Convolutional Layers"
backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
bayesian_changepoint_detection
Methods to get the probability of a changepoint in a time series.
binance-api-python
Binance API Client
bitcoin_volatility_forecasting
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
bocd
Python implementation of Bayesian online changepoint detection
changepoint-detection
Online Change-point Detection Algorithm for Multi-Variate Data: Applications on Human/Robot Demonstrations.
computing-max-drawdown-with-python
Modelling Maximum Drawdown with Python
dtaidistance
Time series distances: Dynamic Time Warping (fast DTW implementation in C)
filterpy
Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.
fmpsdk
SDK for Financial Modeling Prep's (FMP) API
geppy
A framework for gene expression programming (an evolutionary algorithm) in Python
gvar
An interpretable framework for inferring nonlinear multivariate Granger causality based on self-explaining neural networks.
lstmvis
Visualization Toolbox for Long Short Term Memory networks (LSTMs)
mathematics-statistics-for-data-science
Mathematical & Statistical topics to perform statistical analysis and tests; Linear Regression, Probability Theory, Monte Carlo Simulation, Statistical Sampling, Bootstrapping, Dimensionality reduction techniques (PCA, FA, CCA), Imputation techniques, Statistical Tests (Kolmogorov Smirnov), Robust Estimators (FastMCD) and more in Python and R.
ml-agents
The Unity Machine Learning Agents Toolkit (ML-Agents) is an open-source project that enables games and simulations to serve as environments for training intelligent agents using deep reinforcement learning and imitation learning.
multivariate-markov-switching-regressions
Multivariate Markov-Switching Models Regressions Framework
nn_vis
A project for processing neural networks and rendering to gain insights on the architecture and parameters of a model through a decluttered representation.
pybit
Python3 API connector for Bybit's HTTP and Websockets APIs.
pyfolio
Portfolio and risk analytics in Python
pykalman
Kalman Filter, Smoother, and EM Algorithm for Python
python-binance-chain
Binance Chain Exchange API python implementation for automated trading
python_asyncio_websockets
requriment python > 3.5,asyncio and websockets to get parallem io read from Binance and okex
research
Notebooks based on financial machine learning.
sdepy
SdePy: Numerical Integration of Ito Stochastic Differential Equations
vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
yfinance
Download market data from Yahoo! Finance's API
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