Pinned Repositories
Algorithmic-Trading
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
alphalens
Performance analysis of predictive (alpha) stock factors
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
GPU-Finance
GPU for Finance
Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
microprice
The micro-price estimators from the paper "The Micro-Price: A High Frequency Estimator of Future Prices - Stoikov (2017)".
ninjabook
A lightweight and high-performance order-book designed to process level2 and trades data
order_book
Order Book visualisation (sockets/Binance)
jpolec's Repositories
jpolec/order_book
Order Book visualisation (sockets/Binance)
jpolec/Algorithmic-Trading
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
jpolec/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
jpolec/alphalens
Performance analysis of predictive (alpha) stock factors
jpolec/fracdiff
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
jpolec/GPU-Finance
GPU for Finance
jpolec/Lean
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
jpolec/microprice
The micro-price estimators from the paper "The Micro-Price: A High Frequency Estimator of Future Prices - Stoikov (2017)".
jpolec/ninjabook
A lightweight and high-performance order-book designed to process level2 and trades data
jpolec/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
jpolec/portfolioTR
Strategy using the TipRanks Advisors
jpolec/quantopian-offline-2020
A collection of my quantopian learnings, trying to use everything locally and with updated code which works in 2020.
jpolec/tipranks
Python module to interact with TipRanks API.
jpolec/Quant-Department
My contributions to the Quant Department of the Hedge Fund Club e.V. (University of Mannheim)
jpolec/sbstck-dl
CLI tool for downloading Substack newsletters for archival purposes, offline reading, or data analysis.
jpolec/tactical-asset-allocation
Implements different approaches to tactical and strategic asset allocation
jpolec/trading_calendars
Calendars for various securities exchanges.
jpolec/vnpy_mongodb
MongoDB Database Interface for VeighNa Framework