Pinned Repositories
Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Features and labels engineering of raw data of quotes of several stocks.
AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
BlogProjects
facial-expression-recognition
fecon235
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
goldman-sachs-quantitative-strategies-research-notes
Goldman Sachs - Quantitative Strategies Research Notes
jupyter
Jupyter metapackage for installation, docs and chat
lecture-python.notebooks
Notebooks for https://python.quantecon.org
TensorFlow
Project containig related material for my TensorFlow articles
VannaGamma's Repositories
VannaGamma/facial-expression-recognition
VannaGamma/Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Features and labels engineering of raw data of quotes of several stocks.
VannaGamma/AlgorithmicTrading
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
VannaGamma/bybit-smm
bybit simple market maker
VannaGamma/credit_semaphore
Asynchronous Semaphore Based on Credits for Efficient Credit-Based API Throttling
VannaGamma/economic-dashboard
A dashboard for macroeconomic and stock market data built with Python and Dash.
VannaGamma/Finance
150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data
VannaGamma/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
VannaGamma/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
VannaGamma/ftx
FTX Sample Code
VannaGamma/generative-ai-for-beginners
12 Lessons, Get Started Building with Generative AI đź”— https://microsoft.github.io/generative-ai-for-beginners/
VannaGamma/hftbacktest
A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures
VannaGamma/High-Frequency-Trading-Model-with-IB
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
VannaGamma/IKTrading
Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
VannaGamma/INE_R
Tutorial para descargar datos del Instituto Nacional de EstadĂstica (INE) con R.
VannaGamma/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
VannaGamma/Mastering-Python-for-Finance-source-codes
Accompanying source codes for my book 'Mastering Python for Finance'.
VannaGamma/microprediction
If you can measure it, consider it predicted
VannaGamma/mlbookcamp-code
The code from the Machine Learning Bookcamp book and a free course based on the book
VannaGamma/mm-toolbox
toolbox of fast mm-related funcs
VannaGamma/OpenBBTerminal
Investment Research for Everyone, Anywhere.
VannaGamma/pysystemtrade
Systematic Trading in python
VannaGamma/PythonBacktesting
Backtest asset allocation strategies in Python with only a background in pandas necessary
VannaGamma/QuantResearch
Quantitative analysis, strategies and backtests
VannaGamma/real-time-fxcm
High Frequency Intraday Trading
VannaGamma/rsims
R package for financial simulation
VannaGamma/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
VannaGamma/vix_utils
vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.
VannaGamma/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
VannaGamma/whisper
Robust Speech Recognition via Large-Scale Weak Supervision