YuriWerewolf's Stars
flairNLP/flair
A very simple framework for state-of-the-art Natural Language Processing (NLP)
Nixtla/statsforecast
Lightning ⚡️ fast forecasting with statistical and econometric models.
janlukasschroeder/realtime-newsapi
Financial News Aggregator - Real Time & Query API for Financial News
rorysroes/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.
EliteQuant/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
OpenSourceRisk/Engine
Open Source Risk Engine
xhshenxin/Micro_Price
guillermo-navas-palencia/optbinning
Optimal binning: monotonic binning with constraints. Support batch & stream optimal binning. Scorecard modelling and counterfactual explanations.
jlizier/jidt
JIDT: Java Information Dynamics Toolkit for studying information-theoretic measures of computation in complex systems
asavine/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
lballabio/QuantLib
The QuantLib C++ library
microprediction/winning
Inference of relative ability from winning probabilities
microprediction/microprediction
If you can measure it, consider it predicted
jonathancornelissen/highfrequency
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.
sstoikov/microprice
DynamicsAndNeuralSystems/catch22
catch22: CAnonical Time-series CHaracteristics
online-ml/river
🌊 Online machine learning in Python
rawsashimi1604/ReversionSys
Semi-Automated Trading Bot that uses Interactive Brokers TWS API to trade. Included back-tested results.
StockSharp/StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
paperswithbacktest/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
joshuaulrich/quantmod
Quantitative Financial Modelling Framework
fbertram/TuringTrader
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.
AI4Finance-Foundation/FinRL
FinRL: Financial Reinforcement Learning. 🔥
karpathy/nanoGPT
The simplest, fastest repository for training/finetuning medium-sized GPTs.
LSEG-API-Samples/Article.EikonCOMApi.VBA.EventDrivenFinancialCalculations
Event-driven financial calculations with Refinitiv Eikon for Excel and Visual Basic for Applications
DeepReinforcementLearning/DeepReinforcementLearningInAction
Code from the Deep Reinforcement Learning in Action book from Manning, Inc
jthomasmock/bigger-data
MCKnaus/causalML-teaching
This repository consolidates my teaching material for "Causal Machine Learning".
andresantoro/RHOSTS
Code associated with the paper 'Higher-order structure of multivariate time series' (https://www.nature.com/articles/s41567-022-01852-0)