alphaBenj

alphabenj.github.io

avrabecz

DataScienceCourse

This holds iPython notebooks and lecture slides for the Intro to Data Science Master's course I teach at NYU.

deep-q-learning

Minimal Deep Q Learning (DQN & DDQN) implementations in Keras

dive-into-machine-learning

Dive into Machine Learning with Python Jupyter notebook and scikit-learn

ib

Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API

Intro_to_ML_Lecture_Note

Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

kdbplus

A repository for q/kdb+ programs.

QFlight

Data and Code base for blog post.

alphaBenj/QFlight

Data and Code base for blog post.

alphaBenj/alphabenj.github.io

alphaBenj/avrabecz

alphaBenj/DataScienceCourse

This holds iPython notebooks and lecture slides for the Intro to Data Science Master's course I teach at NYU.

alphaBenj/deep-q-learning

Minimal Deep Q Learning (DQN & DDQN) implementations in Keras

alphaBenj/dive-into-machine-learning

Dive into Machine Learning with Python Jupyter notebook and scikit-learn

alphaBenj/ib

Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API

alphaBenj/Intro_to_ML_Lecture_Note

alphaBenj/Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

alphaBenj/kdbplus

A repository for q/kdb+ programs.

alphaBenj/Lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

alphaBenj/machine-learning-for-trading

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

alphaBenj/Neural-Net-with-Financial-Time-Series-Data

This solution presents an accessible, non-trivial example of machine learning (Deep learning) with financial time series using TensorFlow

alphaBenj/reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

alphaBenj/research_public

Quantitative research and educational materials

alphaBenj/RoughCut

RoughCut

alphaBenj/stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

alphaBenj/TorQ-Finance-Starter-Pack

Example data capture system, based on random financial data