Pinned Repositories
CQF_June_2020
This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 cohort.
Predicting-Asset-Move-Direction-using-Support-Vector-Machines
Short term forecasting with support vector machines and application to stock price prediction
algotrading
Algorithmic trading framework for cryptocurrencies.
Article.EikonAPI.Python.SustainablePortfolioSelection
Autonomous_trading_system_master_final
An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning model that is trained to use said exogenous primary model. The primary model will work with market data, while the secondary model will use a set of various features such as social network data or financial news.
backtester
An event-driven backtester
boruta_py
Python implementations of the Boruta all-relevant feature selection method.
fastbook
The fastai book, published as Jupyter Notebooks
Financial-Machine-Learning-Articles
Contains the code for my financial machine learning articles
HW-Codes-for-QuantNet-Online-Cpp-Course
A collection of self-made solotions to exercises of the online course C++ Programming for Financial Engineering
frasagui's Repositories
frasagui/Predicting-Asset-Move-Direction-using-Support-Vector-Machines
Short term forecasting with support vector machines and application to stock price prediction
frasagui/polarization
If you are a computer scientist or a physicist aspiring to become a quantum computing scientist, this list is for you. The topics include: Quantum mechanics Quantum information processing Quantum computing Quantum information theory
frasagui/boruta_py
Python implementations of the Boruta all-relevant feature selection method.
frasagui/Autonomous_trading_system_master_final
An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning model that is trained to use said exogenous primary model. The primary model will work with market data, while the secondary model will use a set of various features such as social network data or financial news.
frasagui/t81_558_deep_learning
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
frasagui/pandas-ta
Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
frasagui/fastbook
The fastai book, published as Jupyter Notebooks
frasagui/tensorflow_macos
TensorFlow for macOS 11.0+ accelerated using Apple's ML Compute framework.
frasagui/lppls
Library for fitting the LPPLS model to data.
frasagui/algotrading
Algorithmic trading framework for cryptocurrencies.
frasagui/Article.EikonAPI.Python.SustainablePortfolioSelection
frasagui/tpqoa
tpqoa is a Python wrapper package for the Oanda REST API v20 for algorithmic trading.
frasagui/Markowitzify
Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."
frasagui/CQF_June_2020
This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 cohort.
frasagui/Financial-Machine-Learning-Articles
Contains the code for my financial machine learning articles
frasagui/backtester
An event-driven backtester
frasagui/Modified-Event-Driven-Backtester
In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, data handling, and simple trading strategies.
frasagui/Quant
frasagui/HW-Codes-for-QuantNet-Online-Cpp-Course
A collection of self-made solotions to exercises of the online course C++ Programming for Financial Engineering