baobach
I am a quantitative analyst. This GitHub is the home of my projects that I enjoy. If you are interested in mathematics and programing, please connect with me.
CQFBangkok
Pinned Repositories
Algo-Trading-Binance
Algo Trading strategy using HF data from Binance
Algo-Trading-Strategies
backtrader_reloaded
Explore the architecture of Backtrader and improve functionality
baobach.github.io
Personal blog for Quantfinance posts and thoughts
BL-Portfolio-Construction
Construct a portfolio using MPT and BL model to outperform the market return. Using various techniques in portfolio selection, weight allocation and incorporate views in portfolio optimisation process.
HFT_Papers
This is a hub for the most recent papers in HFT/Algo trading.
mlfinpy
Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.
Option-Pricing-Helper
Pricing Option script to quickly price any options
QC_Algorithms
Host of QuantConnect Algorithms in Python and Csharp
WQU-Projects
My personal ML portfolio projects.
baobach's Repositories
baobach/HFT_Papers
This is a hub for the most recent papers in HFT/Algo trading.
baobach/mlfinpy
Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.
baobach/WQU-Projects
My personal ML portfolio projects.
baobach/Algo-Trading-Binance
Algo Trading strategy using HF data from Binance
baobach/Algo-Trading-Strategies
baobach/backtrader_reloaded
Explore the architecture of Backtrader and improve functionality
baobach/baobach.github.io
Personal blog for Quantfinance posts and thoughts
baobach/Option-Pricing-Helper
Pricing Option script to quickly price any options
baobach/quantfinpy
Quantfin.py is a python package focus on implementing the ideas in the book Advances in Financial Machine Learning by Dr Prado. This package modify some of the codes, format with the modern Black format.
baobach/baobach
Config files for my GitHub profile.
baobach/BL-Portfolio-Construction
Construct a portfolio using MPT and BL model to outperform the market return. Using various techniques in portfolio selection, weight allocation and incorporate views in portfolio optimisation process.
baobach/QC_Algorithms
Host of QuantConnect Algorithms in Python and Csharp
baobach/Applied-Morden-Portfolio-Theory
Theoretical application of morden portfolio theory by Harry Markowitz.
baobach/Backtesting-Algo-Trading
This library is my interpretation of implementing Backtrading in developing algo trading strategy.
baobach/CQF_June_Cohort
This is the github page to discuss anything related to CQF June Cohort
baobach/Documentation
QuantConnect Wiki Style Documentation Behind QuantConnect
baobach/Kaggle-HomeCreditComp
Repo to save Kaggle notebooks and discussion
baobach/Lean.DataSource.FamaFrench
Implementing LeanDataSDK to contribute FamaFrench data
baobach/ML-Market-Predictor
Using simple Machine Learning Algorithm to predict market short term movements
baobach/mlfinlab-refence
baobach/PhD-Thesis
Sample PhD Paper
baobach/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
baobach/rust_learning
baobach/Spoon-Knife
This repo is for demonstration purposes only.