orens77

Pinned Repositories

backtrader
Python Backtesting library for trading strategies
Language:Python0 2 00
catalyst
An Algorithmic Trading Library for Crypto-Assets in Python
Language:Python0 2 00
cryptofeed
Cryptocurrency Exchange Feed Handler with synthetic NBBO
Language:Python0 2 00
docker-stacks
Ready-to-run Docker images containing Jupyter applications
Language:Dockerfile0 2 00
hedgedata
Data caching
Language:Python0 2 00
Hypatia.jl
interior point solver for general convex conic optimization problems
Language:Julia0 1 00
IEXTools
Provides a client for the web API and a parser for the binary historical data provided by IEX
Language:Python0 2 00
JuMPeR.jl
Julia for Mathematical Programming - extension for Robust Optimization
Language:Julia0 1 00
kf
Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below
Language:C++0 2 00

orens77's Repositories

orens77/backtrader
Python Backtesting library for trading strategies
Language:Python0 2 00
orens77/catalyst
An Algorithmic Trading Library for Crypto-Assets in Python
Language:Python0 2 00
orens77/cryptofeed
Cryptocurrency Exchange Feed Handler with synthetic NBBO
Language:Python0 2 00
orens77/docker-stacks
Ready-to-run Docker images containing Jupyter applications
Language:Dockerfile0 2 00
orens77/hedgedata
Data caching
Language:Python0 2 00
orens77/Hypatia.jl
interior point solver for general convex conic optimization problems
Language:Julia0 1 00
orens77/IEXTools
Provides a client for the web API and a parser for the binary historical data provided by IEX
Language:Python0 2 00
orens77/JuMPeR.jl
Julia for Mathematical Programming - extension for Robust Optimization
Language:Julia0 1 00
orens77/kf
Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv link below
Language:C++0 2 00
orens77/klib
A standalone and lightweight C library
Language:C2 0
orens77/mpoints
A machine learning tool that implements the class of state-dependent Hawkes processes.
Language:Python2 0
orens77/openedgar
OpenEDGAR (openedgar.io)
Language:Python1 0
orens77/opentrade
An open source OEMS, and intraday algorithmic trading platform in modern C++ for professional quant
Language:C++2 0
orens77/Optimization.jl
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
orens77/py-hawkes
Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawkes processes.
Language:C++2 0
orens77/pyhawkes
Python framework for inference in Hawkes processes.
Language:Python2 0
orens77/pySecMaster
An automated system to store and maintain financial data.
Language:Python2 0
orens77/pyzm
Python API, Log, Event Server and Memory wrapper for ZoneMinder
Language:Python1 0
orens77/sample-market-maker
Sample BitMEX Market Making Bot
Language:Python
orens77/stock-analysis-engine
Backtest 1000s of minute-by-minute trading algorithms with automated pricing data from: IEX, Yahoo and FinViz. Datasets and trading performance automatically published to S3 for building AI training datasets for teaching DNNs how to trade. Runs on Kubernetes and docker-compose. >150 million trading history rows generated from +5000 algorithms
Language:Jupyter Notebook
orens77/ta
Technical Analysis Library in Python
Language:Jupyter Notebook2 0
orens77/Transformer-Hawkes-Process
Code for Transformer Hawkes Process, ICML 2020.
orens77/zoneminder
Zoneminder Docker
Language:Perl1 0