Pinned Repositories
acktr
A TensorFlow Implementation of "Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation" by Wu et al.
alphalens
Performance analysis of predictive (alpha) stock factors
Deep_learning_to_predict_houseLoad
Studied the trend of overall load and divided it into three classes, low, high and average efficient labels. Then trained a deep learning model using KerasClassifier and three-layered baseline model with relu and softmax as activation functions to predict the label in Python Jupiter book Built explanatory deep learning model to predict the house heating and cooling load using tensor-flow and keras with 93% accuracy
empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
machine-learning-mindmap
A mindmap summarising Machine Learning concepts, from Data Analysis to Deep Learning.
pyfolio
Portfolio and risk analytics in Python
quantopian-machinelearning
By applying various machine-learning Techniques and creating Quantopian Tradin Stratigies
quantopian_algos
Several python based Algos for algorythmic trading formerly on the Quantopian platform
research_public
Quantitative research and educational materials
zipline-live2
FrankPSch's Repositories
FrankPSch/quantopian_algos
Several python based Algos for algorythmic trading formerly on the Quantopian platform
FrankPSch/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
FrankPSch/machine-learning-mindmap
A mindmap summarising Machine Learning concepts, from Data Analysis to Deep Learning.
FrankPSch/qc_ideas_forked
A dump of all my quantconnect strategy ideas.
FrankPSch/quantopian-machinelearning
By applying various machine-learning Techniques and creating Quantopian Tradin Stratigies
FrankPSch/alphalens
Performance analysis of predictive (alpha) stock factors
FrankPSch/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
FrankPSch/pyfolio
Portfolio and risk analytics in Python
FrankPSch/research_public
Quantitative research and educational materials
FrankPSch/zipline-live2
FrankPSch/actor-critic
Implementation of A2C and ACKTR in TensorFlow.
FrankPSch/alpha-compiler
FrankPSch/AlphaHubTrader
AlphaHub Trader Optimus1
FrankPSch/Auto-GPT
An experimental open-source attempt to make GPT-4 fully autonomous.
FrankPSch/Auto-GPT-sandbox-wizard
AutoGPT-easy-install is a bash/powershell script designed for non-experts to easily install and run the AutoGPT application in a Docker container. The script checks if Docker is installed and installs it if necessary. It prompts the user for API keys, workspace folder path, and whether to run AutoGPT in continuous mode
FrankPSch/bayesalpha
Bayesian models to compute performance and uncertainty of returns and alpha.
FrankPSch/easylanguage-tools
Easylanguage-based program trading tools
FrankPSch/free-python-games
Free Python Games
FrankPSch/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)
FrankPSch/mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
FrankPSch/models
Models and examples built with TensorFlow
FrankPSch/Personae
📈 Personae is a repo of implements and environment of Deep Reinforcement Learning & Supervised Learning for Quantitative Trading.
FrankPSch/pygame_tutorials
Code to go along with lessons at http://kidscancode.org/lessons
FrankPSch/qc-strategies
Algorithmic Trading Strategies using QuantConnect/LEAN and Python
FrankPSch/Quantopian-lectures-notebook-translation
Quantopian lectures notebook translation
FrankPSch/rl-testbed-for-energyplus
A Reinforcement Learning Testbed for Power Consumption Optimization using EnergyPlus
FrankPSch/Trading-Gym
Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.
FrankPSch/trading_calendars
Calendars for various securities exchanges.
FrankPSch/wonda
AutoGPT prompt template for file based instructions and advice
FrankPSch/zipline
Zipline, a Pythonic Algorithmic Trading Library