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/adaptive-forex-forecast
An adaptive model for prediction of one day ahead foreign currency exchange rates using machine learning algorithms
duggar/alpha_factors
Alpha Factors - including IC, Performance and Sharpe Ratio Analysis
duggar/AlphaTrading
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
duggar/AnomalyDetectionOnRisk
Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.
duggar/bayesian_changepoint_detection
Methods to get the probability of a changepoint in a time series.
duggar/blackbird
Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy
duggar/BubbleBitcoin
Artigo sobre Bubble e criptomoedas
duggar/CTA-strategies
Backtest result archive for Momentum Trading Strategies
duggar/Equity_StatArb
Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
duggar/factor_analysis
Comparative factor analysis of growth and value funds using Fama-French 3 factor models. This analysis compares two mutual funds which are categorized as growth (T. Rowe Price Institutional Large Cap Core Growth Fund) and value (Vanguard High Dividend Yield Index Fund).
duggar/log-periodic-bitcoin
Log periodic analysis of the bitcoin bubble
duggar/Machine-Learning-For-Finance
Machine Learning for finance and investment introduction
duggar/MaxPain
Trading strategy based on the Maximum Pain Theory
duggar/multi-factor-model
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
duggar/nsepy
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
duggar/openalpha
An open source equity statistical arbitrage backtest simulator, use the same API as WorldQuant's WebSim https://www.worldquantvrc.com/en/cms/wqc/websim
duggar/pairs-trading-with-ML
duggar/pratice_project
duggar/PyLimitOrderBook
Limit Order Book Implemented in Python
duggar/pyStratAssetAlloc
duggar/pytrader
cryptocurrency trading robot
duggar/PyTrendFollow
PyTrendFollow - systematic futures trading using trend following
duggar/Quantative-Trading-Models
These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University
duggar/QuantInsti-Final-Project-Statistical-Arbitrage
QuantInsti EPAT: Final Project on Statistical Arbitrage
duggar/short-term_momentum_strategy
Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University of Zurich, FS 2018.
duggar/Statistical-Arbitrage-Avellaneda-
duggar/Statistical-Arbitrage-Model
Machine learning model to predict NSE stocks for a year
duggar/Stock-Price-Indicator
Python script for stock prediction
duggar/Stock-Selection-a-Framework
This project demonstrates how to apply machine learning algorithms to distinguish "good" stocks from the "bad" stocks.
duggar/TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change