nicolezattarin's Stars
rlabbe/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
goldmansachs/gs-quant
Python toolkit for quantitative finance
quantopian/pyfolio
Portfolio and risk analytics in Python
facebookresearch/ReAgent
A platform for Reasoning systems (Reinforcement Learning, Contextual Bandits, etc.)
paperswithbacktest/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
cuemacro/finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
hitsz-ids/synthetic-data-generator
SDG is a specialized framework designed to generate high-quality structured tabular data.
EliteQuant/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
facebookresearch/Pearl
A Production-ready Reinforcement Learning AI Agent Library brought by the Applied Reinforcement Learning team at Meta.
rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
BlackArbsCEO/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
LastAncientOne/Stock_Analysis_For_Quant
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
cuemacro/findatapy
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
enzoampil/fastquant
fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
cbailes/awesome-deep-trading
List of awesome resources for machine learning-based algorithmic trading
quantopian/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
kevinzakka/spatial-transformer-network
A Tensorflow implementation of Spatial Transformer Networks.
silahian/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.
PyPatel/Quant-Finance-Resources
Courses, Articles and many more which can help beginners or professionals.
facebookresearch/convit
Code for the Convolutional Vision Transformer (ConViT)
stefmolin/stock-analysis
Simple to use interfaces for basic technical analysis of stocks.
f13end/tradingview-custom-indicators
An awesome collection of the various technical indicators implemented in Pine Script Language.
bradleyboyuyang/ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
emla2805/vision-transformer
Tensorflow implementation of the Vision Transformer (An Image is Worth 16x16 Words: Transformers for Image Recognition at Scale)
nicolezattarin/LOB-feature-analysis
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
sofienkaabar/mastering-financial-pattern-recognition
The Official Repository of Mastering Financial Pattern Recognition
lucas-campagna/mt5linux
MetaTrader5 for linux users
tokusumi/keras-flops
FLOPs calculator with tf.profiler for neural network architecture written in tensorflow 2.2+ (tf.keras)
cyborg-ai-ch/CvT-tf
Convolutional visions Transformer - implemented for Tensorflow
aidinattar/AudioKWS
Implementation of a small-footprint keyword spotting (KWS) engine using convolutional neural networks (CNNs).