Pinned Repositories
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Data-Science-Certification
Assignments for IBM Data Science Certification
dunkel000.github.io
Personal Site
ghostintheshell
jupyterlab
JupyterLab computational environment.
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
motor-on-roller-blind-ws
WebSocket and MQTT supported device code for the roller blind. As rework of the design and code is on its way there won't be any updates to this repository
nextjsAGI
pixelart
VS Code Extension to visualize Pixel Art
Portfolio
My personal website made using TypeScript, Next.js 13, Tailwind CSS, MDX, and deployed on Vercel.
dunkel000's Repositories
dunkel000/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
dunkel000/Data-Science-Certification
Assignments for IBM Data Science Certification
dunkel000/dunkel000.github.io
Personal Site
dunkel000/ghostintheshell
dunkel000/jupyterlab
JupyterLab computational environment.
dunkel000/Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
dunkel000/motor-on-roller-blind-ws
WebSocket and MQTT supported device code for the roller blind. As rework of the design and code is on its way there won't be any updates to this repository
dunkel000/nextjsAGI
dunkel000/pixelart
VS Code Extension to visualize Pixel Art
dunkel000/Portfolio
My personal website made using TypeScript, Next.js 13, Tailwind CSS, MDX, and deployed on Vercel.
dunkel000/py4fi
Python for Finance (O'Reilly)
dunkel000/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity