Pinned Repositories
algorithms
Implementation of various Algorithms
cst_model
Cont-Stoikov-Talreja 2010 Model
Market-Learn
Research on Factor Models, Alpha Generation etc
neptune-trading-engine
a repo dedicated to streaming raw feeds from crypto exchanges.
mrajancsr's Repositories
mrajancsr/cst_model
Cont-Stoikov-Talreja 2010 Model
mrajancsr/algorithms
Implementation of various Algorithms
mrajancsr/Market-Learn
Research on Factor Models, Alpha Generation etc
mrajancsr/neptune-trading-engine
a repo dedicated to streaming raw feeds from crypto exchanges.
mrajancsr/computer-vision
Practice of deep learning computer vision algorithms using pytorch
mrajancsr/feed-cleaner
Repo dedicated to clearing live feeds held in cache
mrajancsr/neptune-ai
implementation of various machine learning models from scratch
mrajancsr/network_spanning_trees
Replicates Gautier Marti's paper 'A review of two decates of correlation, hierarchies, networks and clustering in financial markets using minimum spanning trees'
mrajancsr/research
Notebooks based on financial machine learning.
mrajancsr/waterfalldv
a repo dedicated for waterfall modeling for dv01