vorlde Goto Github PK

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

market-microstructure

mastering-python-for-finance-source-codes

Accompanying source codes for my book 'Mastering Python for Finance'.

mth9855-asset-allocation

Asset allocation and Portfolio Management Course @ Baruch MFE

mth9879-market-microstructure-models

A collection of homeworks of market microstructure models.

mth9894_systematic_trading-1

This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course

mth9898_bdif

MTH9898 Big Data in Finance

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.

numera-ai-scripts

The official example scripts for the Numerai Data Science Tournament

pairs_trading-capstone

Pairs trading via Deep Learning Approach

price_direction_forecast

projects

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

quant-finance-resources

Courses, Articles and many more which can help beginners or professionals.

quant-resources

resources of quantitative trading

quantcon2018

quantra-courses

quantresearch

Quantitative analysis, strategies and backtests

real-time-fxcm

High Frequency Intraday Trading

reinforcement-learning

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

reinforcement-learning-for-market-making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

reinforcement-learning-stock-trader

Repository for smart reinforcement learning based financial trader done under Institute Technical Summer Project

retail-investor-strategies

Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strategies for retail investors"

rlf

Master thesis in reinforcement learning at Copenhagen Business School

rlfinance

The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance

robust-risk-aware-rl

Some implementations from the paper robust risk aware reinforcement learning

self-projects

soc-2021

This project is all about coding an algo trading bot using Reinforcement Learning that makes decisions and trades itself

stanford-cs-229-machine-learning

VIP cheatsheets for Stanford's CS 229 Machine Learning

statistical-arbitrage

System for Testing Statistical Arbitrage Strategy

statistical-arbitrage-strategy

The goal of this project is to implement a statistical arbitrage strategy as proposed in [Avellaneda and Lee 2010] and examine the strategy performance over a universe of 40 crypto currencies (or, tokens).