Pinned Repositories
ccbay---Google_Cloud_Auction_Microservice
ccbay - Auction platform built with REST API as a microservice within Google Cloud using Docker, data validation and OAuth 2.0 authentication
cyber_threat_detection---stacked_sparse_autoencoder
AWID Cyber threat detection using feature engineering (SSAE, PCA, UMAP, PHATE, SA, LLE, FA, LDA), Recursive Feature Elimination, Logistic Regression and Linear SVM classification (Bayesian optimisation)
deeplearning-models
A collection of various deep learning architectures, models, and tips
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
FinBERT_feat_eng_for_Momentum_Transformer
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
finplot
Performant and effortless finance plotting for Python
gex-tracker
Dealers' gamma exposure (GEX) tracker
GPT-3_breaking_news_parse_with_sentiment_classify
Breaking financial news summarisation and sentiment classification using GPT-3
price_action_analytics
Price Action indicators for Metatrader5 with cumulative delta filtering and chart interactive money management
Sharpe-optimised-pairs-trading---Euclidean-Distance
Sharpe Optimised pairs trading - Euclidean Distance
m4rk-lewis's Repositories
m4rk-lewis/FinBERT_feat_eng_for_Momentum_Transformer
A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
m4rk-lewis/GPT-3_breaking_news_parse_with_sentiment_classify
Breaking financial news summarisation and sentiment classification using GPT-3
m4rk-lewis/cyber_threat_detection---stacked_sparse_autoencoder
AWID Cyber threat detection using feature engineering (SSAE, PCA, UMAP, PHATE, SA, LLE, FA, LDA), Recursive Feature Elimination, Logistic Regression and Linear SVM classification (Bayesian optimisation)
m4rk-lewis/Sharpe-optimised-pairs-trading---Euclidean-Distance
Sharpe Optimised pairs trading - Euclidean Distance
m4rk-lewis/ccbay---Google_Cloud_Auction_Microservice
ccbay - Auction platform built with REST API as a microservice within Google Cloud using Docker, data validation and OAuth 2.0 authentication
m4rk-lewis/deeplearning-models
A collection of various deep learning architectures, models, and tips
m4rk-lewis/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
m4rk-lewis/finplot
Performant and effortless finance plotting for Python
m4rk-lewis/gex-tracker
Dealers' gamma exposure (GEX) tracker
m4rk-lewis/price_action_analytics
Price Action indicators for Metatrader5 with cumulative delta filtering and chart interactive money management
m4rk-lewis/LTSF-Linear
This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"
m4rk-lewis/Options-Max-Pain-Calculator
A python command line tool to calculate options max pain for a given company symbol and options expiry date.
m4rk-lewis/PatchTST
An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
m4rk-lewis/RRGPy
RRGPy is a Python script for displaying Relative Rotation Graph.
m4rk-lewis/rss_feedparser_to_SQLite
parse forexlive rss news feed to SQLite database
m4rk-lewis/shiny-ob-analytics
obAnalytics Shiny front-end
m4rk-lewis/sigtech-python
Sigtech API Python SDK
m4rk-lewis/titanic_survival_prediction_using_r
Titanic Survival Prediction Using Radial Basis Function Support Vector Machines, Linear Support Vector Machines, Random Forest, Decision Tree and Linear Regression
m4rk-lewis/Transformers-for-NLP-2nd-Edition
Under the hood working of transformers, fine-tuning GPT-3 models, DeBERTa, Hugging Face, OpenAI ChatGPT, GPT-3.5-turbo, GPT-4, Trax, AlleNLP, Vit, CLIP, DALL-E