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/backtesting-crypto-trading-strategies
duggar/ai-alpha
AI based alpha research for trading
duggar/artificial-intelligence-for-trading
Content for Udacity's AI in Trading NanoDegree.
duggar/BearAlpha
Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research
duggar/bitcoinFinance
duggar/bitfear
Fear and volatility in crypto markets
duggar/blogScripts
Repository for code used in my blog posts
duggar/cookstock
Mark Minervini's volatility contraction pattern detection, stage 2 template searching
duggar/Detzel-Novy-Marx-Velikov
Replication code for Detzel, Novy-Marx, and Velikov (2022), Model Comparison with Transaction Costs.
duggar/Fastback.jl
Blazing fast Julia backtester.
duggar/ffn
ffn - a financial function library for Python
duggar/fx_systrade
FX system trade simulation programs using maching learning methods
duggar/gridtrading
high-frequency grid trading strategy backtesting for binance futures
duggar/Intelligent-Quantitative-Trading
Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
duggar/lapup
s
duggar/math-as-code
a cheat-sheet for mathematical notation in code form
duggar/MultiFactor-Backtesting-Framework
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report. Steps include factor data collection and preprocessing, factor combination, portfolio optimization and risk return analysis.
duggar/notebooks
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
duggar/pairs_trading
experiments with pair trading
duggar/phobos_trend
duggar/pytrendseries
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
duggar/Quant
This is a quantum finance project containing from data collection, platform introduction and factor digging & strategies sharing
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/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
duggar/Stat-Arb-in-the-DEFI-index
duggar/Stock_Analysis_For_Quant
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
duggar/ta.py
Financial Technical Analysis in Python
duggar/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
duggar/tuneta
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
duggar/vcp_screener.github.io
A program screens stocks following Mark Minervini's strategy.