Pinned Repositories
adaptive-forex-forecast
An adaptive model for prediction of one day ahead foreign currency exchange rates using machine learning algorithms
Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
AFML
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
ai-alpha
AI based alpha research for trading
AI-for-Trading
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
AI-for-Trading2
Udacity nanodegree: AI for Trading
algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
backtesting-crypto-trading-strategies
PCA
Construction of PCA class from scratch and 3 implementations of PCA.
udacity-ai-for-trading
Rep tho share codes and projects from the Artificial Intelligence for Trading Algorithms course @Udacity.
duggar's Repositories
duggar/algotrading-example
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making)
duggar/PCA
Construction of PCA class from scratch and 3 implementations of PCA.
duggar/udacity-ai-for-trading
Rep tho share codes and projects from the Artificial Intelligence for Trading Algorithms course @Udacity.
duggar/AI-for-Trading2
Udacity nanodegree: AI for Trading
duggar/AlphaTrade
Research in Limit Order Book
duggar/analyzingalpha
duggar/artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
duggar/blogScripts
Repository for code used in my blog posts
duggar/CQF
This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.
duggar/cryptocurrency_price_prediction
This work proposal is based on extracting meaningful patterns and attributes from historical cryptocurrency data to predict future prices using machine learning for time series (AUTO TS). However, it's important to emphasize that buying and selling trends depend on many factors and the model obtained is only capable of working with historical data.
duggar/equity-risk-model
Attribution and optimisation using a multi-factor equity risk model.
duggar/factorlab
FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm development process
duggar/ffn
ffn - a financial function library for Python
duggar/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
duggar/fx_systrade
FX system trade simulation programs using maching learning methods
duggar/hftbacktest
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
duggar/lapup
s
duggar/macrosynergy
Macrosynergy Quant Research
duggar/mean_reversal
duggar/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
duggar/quant-club
notebooks used in quant club episodes
duggar/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
duggar/QuantPortfolio
My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, statistical analysis, and machine learning, I develop systematic trading strategies to capitalize on market inefficiencies and generate alpha.
duggar/Statistical-Arbitrage-in-Cryptocurrencies
The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python
duggar/Statistical-Arbitrage2
High-frequency statistical arbitrage
duggar/stock-vcpscreener
A python stock screener that calculates market breadth and selects US stocks on a daily basis
duggar/Stockformer
StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks
duggar/The-Kelly-Criterion
🧮 A deeper look into the Kelly Criterion
duggar/torchqtm
TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative financial analysis.
duggar/vcp_screener.github.io
A program screens stocks following Mark Minervini's strategy.