Abkane23's Stars
theanh97/Statistical-Arbitrage-Bayesian-Optimized-Kappa-Half-life-Pairs-Trading-Engine
This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to fine-tune Kappa and Half-life parameters, enhancing the mean-reversion trading approach. The system includes comprehensive backtesting, risk management, and performance analysis tools.
PacktPublishing/Learn-Algorithmic-Trading
Learn Algorithmic Trading, Published by Packt
yaelwrites/Big-Ass-Data-Broker-Opt-Out-List
MRYingLEE/kdb-q
A cheat sheet notebook of Q language of Kx.com. Kdb+ is the world’s fastest time-series database and q is its unique language. Most codes are modified from the samples of the book "Q for Mortals". All credits belong to Jeffry A. Borror, the author.
nicolezattarin/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
marcelomijas/econometrics-cheatsheet
Econometrics cheat sheets with a concise review of the subject, going from the basics of an econometric model to the solution of the most popular problems.
thlemercier/Wifey-Miro
SelfExplainML/PiML-Toolbox
PiML (Python Interpretable Machine Learning) toolbox for model development & diagnostics
eguidotti/bidask
Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
goldmansachs/gs-quant
Python toolkit for quantitative finance
Ebazhanov/linkedin-skill-assessments-quizzes
Full reference of LinkedIn answers 2024 for skill assessments (aws-lambda, rest-api, javascript, react, git, html, jquery, mongodb, java, Go, python, machine-learning, power-point) linkedin excel test lösungen, linkedin machine learning test LinkedIn test questions and answers
jasonstrimpel/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
practiceprobs/problemsets
Problem sets from practiceprobs.com