Pinned Repositories
english-mongolian-nmt-dataset-augmentation
Generate initial 1 million neural machine translation warm up dataset from 700M Mongolian text dataset using Google Translate service.
learning-drl
I'm learning a deep reinforcement learning with jax and flax which is numpy on steroids.
Little-Python-Ball-Game
It's python ball game for my educational purpose.
mongolian-text-classification
Cyrillic Mongolian text classification with tensorflow 2, and also some fine-tuning on TugsTugi's Mongolian BERT model and other NLP experiments are included.
shannons-demon
Aka portfolio rebalancing bonus
spaghetti-discovery-workflow
A general workflow to disprove trading strategy through the CPCV and DSR
synthetic-equities
Financial equity performance generation using Monte Carlo simulation and associated metric extraction.
sharavsambuu's Repositories
sharavsambuu/shannons-demon
Aka portfolio rebalancing bonus
sharavsambuu/kline-to-dollarbars
sharavsambuu/leisure-software-renderer
Multi-threaded 3D Software Renderer from scratch.
sharavsambuu/shify-backtester
Backtester for custom use, might be not that useful tho.
sharavsambuu/spaghetti-discovery-workflow
A general workflow to disprove trading strategy through the CPCV and DSR
sharavsambuu/synthetic-equities
Financial equity performance generation using Monte Carlo simulation and associated metric extraction.
sharavsambuu/trading-cost-analysis
Trading Cost Analysis for two different broker fee model : Commission based and Spread based
sharavsambuu/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
sharavsambuu/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
sharavsambuu/backtest_tutorial_by_hudson_and_thames
sharavsambuu/bnb-correlation-streamlit
sharavsambuu/bybit-smm
bybit simple market maker
sharavsambuu/Cryptos_Analysis_by_MicroBioScopicData
Cryptocurrency Analysis with Python
sharavsambuu/fsi-samples
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
sharavsambuu/hello-60-40
60/40 portfolio through the proxy indices
sharavsambuu/hello-cpp-tensors-dataframes
sharavsambuu/Multi-Strategy-Quant-System
This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantitative trading strategies on financial time series data, and can be used to generate buy/sell signals based on the outputs of those strategies.
sharavsambuu/OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
sharavsambuu/precise_online_portfolio_construction_m6
World beating online covariance and portfolio construction.
sharavsambuu/PythonNumericalDemos
Well-documented Python demonstrations for spatial data analytics, geostatistical and machine learning to support my courses.
sharavsambuu/qstrader
QuantStart.com - QSTrader backtesting simulation engine.
sharavsambuu/quant_rv
quant_rv is a quantitative ETF trading strategy based on realized volatility, written in R
sharavsambuu/QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
sharavsambuu/RasterizerHowTo
Handwritten rasterizer with clean and well-annotated C++ implementation
sharavsambuu/realtest-python-inspection
sharavsambuu/shs-concurrency-exps
My views of concurrency primitives
sharavsambuu/stop-loss-analysis
sharavsambuu/sunday-quant-scientist
A Free Newsletter for Quantitative and Algorithmic Trading, Portfolio Analysis, and Investing
sharavsambuu/US-Stock-Symbols
Full lists of US Securities on the NASDAQ, NYSE, and AMEX powered by GitHub Actions
sharavsambuu/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading