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/Ed_cpp_backtesting_event_driven
Event-driven backtesting engine written in C++
sharavsambuu/alphasea-example-model
This is an implementation example of a bot that periodically sends predictions to the alphasea-agent.
sharavsambuu/bot_snippets
ボットに使ってるコード断片
sharavsambuu/Conditional-Sig-Wasserstein-GANs
sharavsambuu/CPURasterizer
CPU Based Rasterizer Engine
sharavsambuu/crypto_data_fetcher
sharavsambuu/crypto_misc_jupyter
sharavsambuu/financial-machine-learning
A curated list of practical financial machine learning tools and applications.
sharavsambuu/Imbalance-bars
Code to generate imbalance bars - Book: Advances in Financial Machine Learning - Marcos de Prado
sharavsambuu/investment-portfolio-optim
Creating an investment portfolio of stocks using LSTM stock price predictions and optimized weights. The performance of this portfolio is better compared to an equally weighted portfolio and a market capitalization weighted portfolio.
sharavsambuu/machine-learning-asset-management
Machine Learning in Asset Management
sharavsambuu/neurontrading
NeuronTrading
sharavsambuu/pypbo
Probability of Backtest Overfitting in Python
sharavsambuu/quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
sharavsambuu/quantitative-analysis
All my quant analysis from financial market.
sharavsambuu/QuantResearch
Quantitative analysis, strategies and backtests
sharavsambuu/Ranking-Titanic-with-Recursive-Feature-Elimination
A practice of Recursive Feature Elimination (RFE) using Titanic dataset
sharavsambuu/seqboot
Performant sequential bootstrap
sharavsambuu/shs-vulkan-exps
Just learning a Vulkan API with SDL2.
sharavsambuu/slow-momentum-fast-reversion
This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
sharavsambuu/stop-trading
A starter code to review distribution of a strategy returns and assess Monte Carlo distribution of returns
sharavsambuu/Technical_Analysis_and_Feature_Engineering
Feature Engineering and Feature Importance of Machine Learning in Financial Market.
sharavsambuu/timeseries-anomaly-detection
sharavsambuu/timeseriescv
Scikit-learn style cross-validation classes for time series data
sharavsambuu/trading-momentum-transformer
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
sharavsambuu/TrueStrategy_by_CryptoRobotFr
sharavsambuu/udacity-final-project
sharavsambuu/volatility-exps
just some volatility related experiments
sharavsambuu/Volatility-Modelling-Using-HiddenMarkovModels
Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol
sharavsambuu/yacht
Order execution in the financial markets using Deep Reinforcement Learning.