Pinned Repositories
coffeeroastingtimer.github.io
Coffee Roasting Timer - Easily time your roast and track your development time with standard targets.
Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
Whamp's Repositories
Whamp/Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
Whamp/coffeeroastingtimer.github.io
Coffee Roasting Timer - Easily time your roast and track your development time with standard targets.
Whamp/Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
Whamp/DeepGBM
Implementation for the paper "DeepGBM: A Deep Learning Framework Distilled by GBDT for Online Prediction Tasks", which has been accepted by KDD'2019.
Whamp/dfencoder
Whamp/equity-risk-model
:chart: A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
Whamp/fastbook
Draft of the fastai book
Whamp/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.
Whamp/Pairs-Trading-as-application-to-the-Ornstein-Uhlenbeck-Process
A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real data.
Whamp/Pairs-Trading-With-Python
Whamp/pairs_trading_cryptocurrencies_strategy_catalyst
Pairs trading strategy example based on Catalyst
Whamp/PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Whamp/rebalancer_IB
Package to rebalance and harvest tax losses in an ETF portfolio adapt for Interactive Brokers API
Whamp/research
Notebooks based on financial machine learning.
Whamp/scalecast
The practitioner's forecasting library
Whamp/sustainable-green-plants
DIY high pressure aeroponics for the home
Whamp/TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
Whamp/whamp.github.io
Fork of coffeeroastingtimer.github.io