Pinned Repositories
curves
Tools for building commodity forward, swaps, and futures curves (Python and .NET).
curvy
The Smooth Forward Price Curve builder you never thought you needed
DataFrame
R's and Pandas DataFrame in modern C++ using native types, continuous memory storage, and no virtual functions for data analysis and machine learning
deep-tcn-tensorflow
TensorFlow implementation of DeepTCN model for probabilistic time series forecasting with temporal convolutional networks.
Direct-Future-Prediction-Keras
Direct Future Prediction (DFP ) in Keras
easykf
C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)
etrm
etrm: Energy Trading and Risk Management in R
eventql
Distributed "massively parallel" SQL query engine
eventql-python
EventQL python driver
fhce
CSI FeedHandlers: Community Edition
electricmomo's Repositories
electricmomo/curves
Tools for building commodity forward, swaps, and futures curves (Python and .NET).
electricmomo/curvy
The Smooth Forward Price Curve builder you never thought you needed
electricmomo/DataFrame
R's and Pandas DataFrame in modern C++ using native types, continuous memory storage, and no virtual functions for data analysis and machine learning
electricmomo/deep-tcn-tensorflow
TensorFlow implementation of DeepTCN model for probabilistic time series forecasting with temporal convolutional networks.
electricmomo/Direct-Future-Prediction-Keras
Direct Future Prediction (DFP ) in Keras
electricmomo/easykf
C++ Kalman filtering (Extended Kalman Filter, Unscented Kalman Filter)
electricmomo/etrm
etrm: Energy Trading and Risk Management in R
electricmomo/eventql
Distributed "massively parallel" SQL query engine
electricmomo/eventql-python
EventQL python driver
electricmomo/fhce
CSI FeedHandlers: Community Edition
electricmomo/GT-GAN
electricmomo/lstnet-tensorflow
TensorFlow implementation of LSTNet model for multivariate time series forecasting.
electricmomo/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
electricmomo/MarketData
electricmomo/nfsdb
Low Latency Storage
electricmomo/NumCpp
C++ implementation of the Python Numpy library
electricmomo/OsEngine
Open Source algo trading platform
electricmomo/probcast-tensorflow
TensorFlow implementation of ProbCast model for probabilistic time series forecasting with generative adversarial networks.
electricmomo/ReBEL
ReBEL is a Matlab?toolkit of functions and scripts, designed to facilitate sequential Bayesian inference (estimation) in general state space models.
electricmomo/tcan-tensorflow
TensorFlow implementation of TCAN model for multivariate time series forecasting with sparse attention mechanisms.
electricmomo/time-gan-tensorflow
TensorFlow implementation of TimeGAN model for synthetic time series generation with generative adversarial networks.
electricmomo/TimeGAN
Codebase for Time-series Generative Adversarial Networks (TimeGAN) - NeurIPS 2019
electricmomo/tribeca
A high frequency, market making cryptocurrency trading platform in node.js
electricmomo/TsetlinMachineCython
The code and datasets for the Tsetlin Machine
electricmomo/ydata-synthetic
Synthetic data generators for tabular and time-series data