abhishekprog0

AlgorithmicTrading-AlphaTraders

BrownianMotionVisualization

EventPrediction_DeepLearning

Contains Source codes and reports for the project of the course IEORE4272 Deep Learning for Operations Research and Financial Engineering

Google-Maps-Scraper

A python application built using urllib library to scrape google API.

LongShortBetaStrategy

Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.

MachineLearningforTrading

Contains extraction, visualization, manipulation and learning algorithms implemented on historical stock data of Apple, IBM, Google and Goldman sachs. All the codes are in Python and various statistical libraries are being used.

OptionPricing_CRRModel

PredictingHousingPrices_Regression

C++ implementation of Simple Linear Regression and Multivariate Linear Regression models using Gradient Descent Learning Algorithm.

Stock-Analyzer-Tool

A Greedy algorithm implemented in C++ to give the maximum profit in buying/selling stock in a given stock period and a rating calculator to rate the company's stock profile depending on their stock values . Users require to enter the number of days of the stock period and value of stocks in each day. Output consists of maximum profit earned along with the date of buying and selling of the stock to attain the maximum profit during the stock period.

StructuredPricingEngine

Contains code for the pricing engine of a type of Quanto Option on Libor and STOXX50E. Used GBM model for Stock process simulation and Vasicek model for LIBOR rate simulation. We have assumed that we shall price the product at the current date i.e Dec-12-2020. Used 1-year historical stock data and LIBOR rate to calibrate the various parameters of the models used.

abhishekprog0/EventPrediction_DeepLearning

Contains Source codes and reports for the project of the course IEORE4272 Deep Learning for Operations Research and Financial Engineering

abhishekprog0/PredictingHousingPrices_Regression

C++ implementation of Simple Linear Regression and Multivariate Linear Regression models using Gradient Descent Learning Algorithm.

abhishekprog0/MachineLearningforTrading

Contains extraction, visualization, manipulation and learning algorithms implemented on historical stock data of Apple, IBM, Google and Goldman sachs. All the codes are in Python and various statistical libraries are being used.

abhishekprog0/LongShortBetaStrategy

Constructed a quantitative factor using Rolling Beta from the CAPM Model and backtested a long short beta trading strategy to beat the S&P 500 Benchmark during high volatile market regimes.

abhishekprog0/BrownianMotionVisualization

abhishekprog0/OptionPricing_CRRModel

abhishekprog0/DFS_and_Applications

DFS and all its applications in solving problems related to Graphs

abhishekprog0/machine-learning

notebooks with example for machine learning examples

abhishekprog0/MonteCarloSimulation

Contains source code for various simulations and plots

abhishekprog0/StructuredPricingEngine

Contains code for the pricing engine of a type of Quanto Option on Libor and STOXX50E. Used GBM model for Stock process simulation and Vasicek model for LIBOR rate simulation. We have assumed that we shall price the product at the current date i.e Dec-12-2020. Used 1-year historical stock data and LIBOR rate to calibrate the various parameters of the models used.

abhishekprog0/AlgorithmicTrading-AlphaTraders

abhishekprog0/Advanced-Data-Structures

abhishekprog0/AlphaResearchFramework

abhishekprog0/awesome-deep-learning-music

List of articles related to deep learning applied to music

abhishekprog0/ChatBot

An AI based chat bot to provide flow of information to users. To be used in Telegram android/desktop messaging app.

abhishekprog0/cowrie

Cowrie SSH/Telnet Honeypot

abhishekprog0/deep_music

Statistical hallucination of music

abhishekprog0/DeepLearningforFE

abhishekprog0/Dynamic-Sorting-Tool

Suggests the Sorting Algorithm to use on the basis of the data distribution and execution time.

abhishekprog0/DynamicProgramming

abhishekprog0/Favourite-Interview-Problems

This repository consists of various interesting problems requiring a very unique and brilliant algorithm to solve them. Also these problems are asked in various tech giants like Google, Microsoft, Facebook etc.

abhishekprog0/GraphAlgorithms

abhishekprog0/HINT2017

Our submission for IIITA-Hack In The North 2017

abhishekprog0/LLN-and-CLT-visualization

This project is about visualizing the Law of large numbers and the Central limit theorem using Python.

abhishekprog0/Nth-to-Default-CDS-Basket

abhishekprog0/pyfolio

Portfolio and risk analytics in Python

abhishekprog0/qq-spring2019

Data, Worksheet and Template for Auquan Challenge Spring 2019

abhishekprog0/research

Notebooks based on financial machine learning.

abhishekprog0/RevenueForecasting

abhishekprog0/sshHoneypot