Pinned Repositories
ADBench
Official Implement of "ADBench: Anomaly Detection Benchmark", NeurIPS 2023.
Adv-ALSTM
Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019
Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Features and labels engineering of raw data of quotes of several stocks.
alstm
Adaptive LSTM from Breaking the Activation Function Bottleneck Through Adaptive Parameterization (https://arxiv.org/abs/1805.08574)
applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
arfima
Python implementation of ARFIMA process with an aim to simulate series.
aspromatis
How to Ingesting Your Own Zipline Data Bundle
Asset_Comparison_Toolbox_I
Toolbox I for asset comparison. Visualization - Volatility - Scatter Matrix - Correlation Coefficient - Regression Analysis I
awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
python_portfolio_tracker
Track the performance of your portfolio using Python!
Djangu-algo's Repositories
Djangu-algo/ibkr_trade_log
Djangu-algo/Journal-paper
Modelling and Forecasting tea prices and their volatility in Kenya.
Djangu-algo/MFDFA
Multifractal Detrended Fluctuation Analysis in Python
Djangu-algo/garchmodels
The Tidymodels Extension for GARCH models
Djangu-algo/Medium-Article-Code
Random code for medium articles.
Djangu-algo/histdata
Wrapper of ibapi for easy historical price data retrieval
Djangu-algo/prml
Repository of notes, code and notebooks in Python for the book Pattern Recognition and Machine Learning by Christopher Bishop
Djangu-algo/Volt
Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
Djangu-algo/TradingView-data-scraper
Extract price and indicator data from TradingView charts to create ML datasets
Djangu-algo/Trading
Djangu-algo/GTN-VF
repo for paper Multivariate Realized Volatility Forecasting with Graph Neural Network
Djangu-algo/cot_reports
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad
Djangu-algo/nolds
Nonlinear measures for dynamical systems (based on one-dimensional time series)
Djangu-algo/python_portfolio_tracker
Track the performance of your portfolio using Python!
Djangu-algo/balanced-jump
Yuqi's 513 project
Djangu-algo/google-research
Google Research
Djangu-algo/tradingview-selenium-data
Simple Selenium (Python Helium) script to pull TradingView data into CSV files
Djangu-algo/awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
Djangu-algo/SFA
Scalable Time Series Data Analytics
Djangu-algo/cookstock
Mark Minervini's volatility contraction pattern detection, stage 2 template searching
Djangu-algo/SOFTX-D-21-00221
onlineBcp: An R Package for Online Change Point Detection using a Bayesian Approach. To cite this Original Software Publication: https://www.sciencedirect.com/science/article/pii/S2352711022000140
Djangu-algo/VCPScreener
Rudimentary approach to screen stocks containing volatility contraction pattern (VCP)
Djangu-algo/web-scraping
Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist
Djangu-algo/TFT_darts
probabilistic forecasting with Temporal Fusion Transformer
Djangu-algo/aspromatis
How to Ingesting Your Own Zipline Data Bundle
Djangu-algo/contagion_simulations_in_social_networks
Djangu-algo/machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
Djangu-algo/Asset_Comparison_Toolbox_I
Toolbox I for asset comparison. Visualization - Volatility - Scatter Matrix - Correlation Coefficient - Regression Analysis I
Djangu-algo/StockMarkNetIndicator
Repository for the manuscript: "Network Geometry and Market Instability"
Djangu-algo/Market_Screener
Technical Screener Example Functions