Pinned Repositories
adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
alphalens
Performance analysis of predictive (alpha) stock factors
blog
blog repo for scripts
ctc-executioner
Master Thesis: Limit order placement with Reinforcement Learning
Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
MatlabOanda_Wrapper
Matlab wrapper for oanda API
tradeasystems_connector
Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex / equities to local file database
tradingFramework
for Robotrader talk , 19th february 2018
javifalces's Repositories
javifalces/HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
javifalces/tradeasystems_connector
Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex / equities to local file database
javifalces/Deep-Portfolio-Management
Source code for the blog post on the evolution of the asset allocation methods
javifalces/degiro_portfolio_analytics
Portfolio Management Tool connecting to the user's account at the European's online broker DEGIRO. Check the README for more info.
javifalces/LightMatchingEngine
A very light matching engine in Python.
javifalces/multitasking
Non-blocking Python methods using decorators
javifalces/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
javifalces/OrderBook
Matching Engine for Limit Order Book
javifalces/orderGenerator
This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of agents on measures such as volatility, profits and more.
javifalces/PythonMatchingEngine
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
javifalces/cerl
javifalces/colab_test
test google colab and notebooks
javifalces/cufflinks
Productivity Tools for Plotly + Pandas
javifalces/DarwinexLabs
Datasets, tools and more from Darwinex Labs - Prop Investing Arm & Quant Team @ Darwinex
javifalces/decision-transformer
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
javifalces/dwx-zeromq-connector
Wrapper library for algorithmic trading in Python 3, providing DMA/STP access to Darwinex liquidity via a ZeroMQ-enabled MetaTrader Bridge EA.
javifalces/ezibpy
ezIBpy, a Pythonic Client for Interactive Brokers API
javifalces/GeneticAlgorithmPython
Source code of PyGAD, a Python 3 library for building the genetic algorithm and training machine learning algorithms (Keras & PyTorch).
javifalces/investpy
Python package for financial historical data extraction from Investing.com
javifalces/ISAC
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
javifalces/jessx
Java Experimental Simulated Stock Exchange
javifalces/MarketGAN
Implementing a Generative Adversarial Network on the Stock Market
javifalces/MDP-DP-RL
Markov Decision Processes, Dynamic Programming and Reinforcement Learning
javifalces/mlfinlab
Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
javifalces/mql-zmq
ZMQ binding for the MQL language (both 32bit MT4 and 64bit MT5)
javifalces/qtpylib
QTPyLib, Pythonic Algorithmic Trading
javifalces/quantstats
Portfolio analytics for quants, written in Python
javifalces/reinforcement-learning
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
javifalces/VisualHFT
VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.
javifalces/XChange
XChange is a Java library providing a streamlined API for interacting with 60+ Bitcoin and Altcoin exchanges providing a consistent interface for trading and accessing market data.