alex-muci

adaptive-simulated-annealing

Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space.

algo2

Live trading and backtesting platform written in Python

finance-stats-musings

ipython-notebooks

A collection of IPython notebooks covering various topics.

machine-learning-notes

MarkovModels

Classical models implemented from a Markov operator's perspective

Math-games

A simple math game written in python

OPLib

OPLib is an open source library for high performance pricing

qtrader

Reinforcement Learning for Portfolio Management

research

Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.

alex-muci/Math-games

A simple math game written in python

alex-muci/research

Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.

alex-muci/adaptive-simulated-annealing

Adaptive Simulated Annealing (ASA) is a C-language code developed to statistically find the best global fit of a nonlinear constrained non-convex cost-function over a D-dimensional space.

alex-muci/algorithmic-trading

alex-muci/algorithmic-trading-1

alex-muci/auto_forex_trading_project

Automated Forex Trading Project

alex-muci/finance-stats-musings

alex-muci/machine-learning-notes

alex-muci/arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

alex-muci/backtest_tutorial

alex-muci/backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

alex-muci/cot_reports

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Trad

alex-muci/epftoolbox

An open-access benchmark and toolbox for electricity price forecasting

alex-muci/FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

alex-muci/gs-quant

Python toolkit for quantitative finance

alex-muci/lumibot

Backtesting and Trading Bots Made Easy for Crypto, Stocks, Options, Futures, FOREX and more

alex-muci/M6

alex-muci/machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

alex-muci/Micro_Price

alex-muci/mlfinlab-1

Original and full lib as found on Github

alex-muci/nanoGPT

The simplest, fastest repository for training/finetuning medium-sized GPTs.

alex-muci/Optiver-Ready-Trader-Go

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

alex-muci/pysabr

SABR model Python implementation

alex-muci/QLNet

QLNet C# Library

alex-muci/Review-of-C_plus_plus

Review of C++, with some exercises and projects

alex-muci/RL-book

alex-muci/robust_nsde

Robust pricing and hedging via Neural SDEs

alex-muci/small-projects

alex-muci/StochVolModels

Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

alex-muci/vanilla-option-pricing

Stochastic models to price financial options