chicago-joe
M.S. Financial Engineering, Class of 2019 University of Illinois at Urbana-Champaign
StoneX LLCChicago, Illinois
Pinned Repositories
alpaca-trade-api-python
Python client for Alpaca's trade API
Cryptocurrency-Multi-Exchange-Arbitrage-Strategy
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)
Gold-Futures-Algorithmic-Trading-System-in-R
IE598-Electronic-Trading-Final-Project
InteractiveBrokers-PairsTrading-Algo
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
Nasdaq-Itch5.0-Parser
Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Python-ML-for-Financial-Applications
Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
Risk-Modeling-for-Volatility-Dispersion-Trades
chicago-joe's Repositories
chicago-joe/InteractiveBrokers-PairsTrading-Algo
A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
chicago-joe/Risk-Modeling-for-Volatility-Dispersion-Trades
chicago-joe/awesome-microbit
A curated list of BBC micro:bit resources.
chicago-joe/Bond-Portfolio-Optimization
Fixed Income Portfolio Optimization in C++
chicago-joe/chicago-joe
chicago-joe/Computational-Mathematics-for-Option-Pricing
derivatives pricing in computational finance
chicago-joe/customer-success-recipes
Snippets and templates representing common Customer Success patterns
chicago-joe/dataflow-ops
Project demonstrating how to automate Prefect 2.0 deployments to AWS ECS and AWS EKS
chicago-joe/dataflow_test
chicago-joe/dotfiles
My dotfiles for WSL 2 and Arch Linux
chicago-joe/FinanceDatabase
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
chicago-joe/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
chicago-joe/github-readme-stats
:zap: Dynamically generated stats for your github readmes
chicago-joe/ibga
IB Gateway in a headless docker container.
chicago-joe/MacroDatabase
This is a macro database of 570.000+ data series containing International Data (150+ countries), Interest Rates, Inflation, Monetary Data, U.S. (regional) data, Commodities, Real Estate and so much more. U.S. States and Countries curation is also included.
chicago-joe/Nagios-Plugins
450+ AWS, Hadoop, Cloud, Kafka, Docker, Elasticsearch, RabbitMQ, Redis, HBase, Solr, Cassandra, ZooKeeper, HDFS, Yarn, Hive, Presto, Drill, Impala, Consul, Spark, Jenkins, Travis CI, Git, MySQL, Linux, DNS, Whois, SSL Certs, Yum Security Updates, Kubernetes, Cloudera etc...
chicago-joe/NASDAQ-ITCH-5.0-VWAP-PARSER
chicago-joe/pyqstrat
A fast, extensible, transparent python library for backtesting quantitative strategies.
chicago-joe/qtpylib
QTPyLib, Pythonic Algorithmic Trading
chicago-joe/Quantitative-FX-Trading
pricing Auto-Callable Contingent Interest Rate Notes with exchange rate PDE
chicago-joe/sec-edgar
Download all companies periodic reports, filings and forms from EDGAR database.
chicago-joe/terraform-provider-aws
Terraform AWS provider
chicago-joe/Trinomial-Lattice-Option-Pricing
Using traditonal methods and dynamic recursion in C++
chicago-joe/upptime
⬆️ Free uptime monitor and status page powered by GitHub
chicago-joe/mkdocs-material-boilerplate
MkDocs Material Boilerplate (Starter Kit) - Deploy documentation to hosting platforms (Netlify, GitHub Pages, GitLab Pages, and AWS Amplify Console) with Docker, pipenv, and GitHub Actions.
chicago-joe/pysystemtrade
Systematic Trading in python
chicago-joe/quantstats
Portfolio analytics for quants, written in Python
chicago-joe/ecs-service-protected-with-cognito
ECS Service behind Load Balancer protected with Cognito
chicago-joe/jupyterhub-deploy-docker
Reference deployment of JupyterHub with docker
chicago-joe/prefect
The easiest way to automate your data