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karoo_gp

A Genetic Programming platform for Python with TensorFlow for wicked-fast CPU and GPU support.

kashmir

katana

Katana project is a FastAPI template for ASAP 🚀 ML API deployment

kati

The Kraken Automated Trading Interface (KATI) is a python program I have developed to use analysis from the Technical Analysis API and the Kraken Trading API to automatically determine buying and selling of cryptocurrency.

kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

kbacktest

基于Klang框架的 在线回测框架

kbb-sqz-macd

Keltner / Bollinger Band based squeeze with MACD for trend direction. Chart and RadarScreen with alerts.

kbot

kc-automated-login

Zerodha Kite Connect automatic login, from start to finish by just running a script

kda-asset-allocation-strategy

kdata

Klang data tools box.

keda

KEDA is a Kubernetes-based Event Driven Autoscaling component. It provides event driven scale for any container running in Kubernetes

keda-app

keda-aws-sqs-python

A sample for KEDA using Python and AWS SQS

keda-demo

Kubernetes Event-driven Autoscaling Demo Project

keda-kubernetes-events-example

An example of KEDA scaling on Kubernetes Events

keda-python-rabbit

Exemplo de como escalar uma aplicação Python com o KEDA

keda-servicebus-demo

keda2_scaledjob_pubsub_example

kedro_equity

keldan-pricetracker

S&P500 Trading game set in 1950's; built with Angular 1, D3 & Bootstrap

kelp

Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges

kenfin

repo for finance projets

kenji

keras-tuner

Hyperparameter tuning for humans

kerdos

An algorithmic trading bot implementing a momentum strategy portfolio alpaca

kernel

⚡ Simple. Fast. Modular, no-nonsense game core.

kernel-bypass

kernel-smoothing-technique-for-option-derivatives-

Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an option are used to assess different dimensions of risk involved in taking an options position. Each risk variable is a result of an imperfect assumption or relationship of the option with an underlying variable. Hence, calculation of Greeks is of utmost importance. In our report, we have implemented techniques called Kernel smoothing and Kernel differentiation, using Monte Carlo simulations, to calculate the following Greeks: Delta, Vega, Gamma, Vomma and Vanna, of a European Digital option.

kernel_network_hyperparameter_optimization

Kernel Network Tunables Hyperparameter Optimization.