Pinned Repositories
arch
ARCH models in Python
AT
Algorithmic Trading
claude-prompt-generator
conduit-test
cvxportfolio
Portfolio optimization and back-testing.
dailyHASK
data_parsing
Code snippets that I have a blog entry for at vitaltrades.com
yadata
Testing yahoo data download in Haskell
qtests's Repositories
qtests/arch
ARCH models in Python
qtests/AT
Algorithmic Trading
qtests/claude-prompt-generator
qtests/cvxportfolio
Portfolio optimization and back-testing.
qtests/data_parsing
Code snippets that I have a blog entry for at vitaltrades.com
qtests/ehlers
qtests/extract-news-api
Flask code to deploy an API that pulls structured data from online news articles
qtests/extractnet
A Dragnet that also extract author, headline, date, keywords from context
qtests/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
qtests/FKF.SP
Fast Kalman Filtering through Sequential Processing
qtests/Flask-Dynamic-Forms
Dynamically generate and process form fields using Flask Forms via Ajax requests.
qtests/GGS
Greedy Gaussian Segmentation
qtests/hedging_cc
qtests/lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
qtests/markowitz-reference
This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
qtests/newscatcher
Programmatically collect normalized news from (almost) any website.
qtests/NFCP
N-Factor Commodity Pricing through Term Structure Estimation (R Package)
qtests/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
qtests/oct_applications
Applications to the apprenticeship program, October 2020.
qtests/papaers
qtests/path_signatures_introduction
A Brief Introduction to Path Signatures for Machine Learning Practitioners
qtests/perfo_stats
qtests/phx-fix-examples
qtests/RL-book
qtests/signatory
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU.
qtests/Solution-Starter-Kit-Cooperation-2020
Materials for the Call for Code 2020 solution starter kit for community collaboration in the context of COVID-19.
qtests/tardis_data
qtests/vix
Compute VIX and related volatility indices
qtests/workshops
Materials for workshops on the Hugging Face ecosystem
qtests/zorro-fix