Pinned Repositories
A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning
athens
A Go module datastore and proxy
ayxinstallers
bitpredict
Machine learning for high frequency bitcoin price prediction
btc_orderbook_prediction
code_snippets
cookbook-alteryx-server
Chef cookbook for Alteryx Server
Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
MLOps-Best-Practices
utils
Package for handling Paths
elchulito88's Repositories
elchulito88/MLOps-Best-Practices
elchulito88/utils
Package for handling Paths
elchulito88/A-Multi-Layer-and-Multi-Ensembled-Stock-Trader-Using-Deep-Learning-and-Deep-Reinforcement-Learning
elchulito88/athens
A Go module datastore and proxy
elchulito88/btc_orderbook_prediction
elchulito88/Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABL
Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series
elchulito88/dataiku-contrib
Public repository for DSS plugins
elchulito88/Deep-Learning-Models-for-financial-time-serie-forecasting-with-LOB-Data
Pytorch implementation of deep learning models for financial time series forecasting using LOB
elchulito88/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
elchulito88/dgraph
Fast, Distributed Graph DB
elchulito88/dominodatasets
elchulito88/Git-Commands
A list of commonly used Git commands
elchulito88/InteractiveBrokersPythonBot
elchulito88/lazydocker
The lazier way to manage everything docker
elchulito88/Limit-Order-Book
Low latency Limit Order Book and Matching Engine created in C++, able to handle over 1.4 million transactions per second.
elchulito88/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
elchulito88/LOBFrame
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
elchulito88/ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
elchulito88/Multi-Horizon-Forecasting-for-Limit-Order-Books
Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books
elchulito88/optiver-trading-close
elchulito88/porter
Porter makes CNAB bundles easier!
elchulito88/Price_direction_forecast
elchulito88/py-trading-bot
Trading-bot in python using django, vertorbt lib and interactive-brokers
elchulito88/pysystemtrade
Systematic Trading in python
elchulito88/Reinforcement-Learning-for-Trading
A walkthrough of using the gym-anytrading environment for reinforcement learning applications leveraging custom datasets.
elchulito88/Reinforcement-Learning-for-Trading-Custom-Signals
elchulito88/sup
Super simple deployment tool - think of it like 'make' for a network of servers
elchulito88/uiprogress
A go library to render progress bars in terminal applications
elchulito88/vectorbt_pro_tutorials
A Collection of public tutorials published in the qubitquants.pro blog
elchulito88/XTX_Challenge
Models and programs developed as part of XTX Forecastin Challenge 2019