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/WorldQuant_alpha101_code
Code implementation of the Quantigic 101 Formulaic Alphas
sharavsambuu/Advances-in-Financial-Machine-Learning_by_WongYatChun
Notes on Advances in Financial Machine Learning
sharavsambuu/Autoencoder-for-OHLC-Chart-Pattern-Recognition-
Using Keras to train an convol-autoencoder that reads FX OHLC charts
sharavsambuu/awesome-feature-engineering
A curated list of resources dedicated to Feature Engineering Techniques for Machine Learning
sharavsambuu/CFA_QIT
QIT(Quantitative Investing & Trading) Working Group of the CFA Society Korea
sharavsambuu/Deep-Trading
Algorithmic trading with deep learning experiments
sharavsambuu/Eigenportfolios
In this project, we will explore the usage of Principal Component Analysis to model market behavior within an industry. Furthermore, we will explore the interpretation of top eigenvectors as portfolios to create trading strategies.
sharavsambuu/FML_lib
Python library for data analysis in algorithmic tradings
sharavsambuu/FXCM_currency
Using Machine Learning for live currency trading
sharavsambuu/MTH9879-Market-Microstructure-Models
A collection of homeworks of market microstructure models.
sharavsambuu/quantcon2018
sharavsambuu/Selfstudy-note-for-advances-in-financial-machine-learning
Notebook for <Advances in Financial Machine Learning> using Python 3.7
sharavsambuu/SequentialBootstrapping
demo sequential bootstrapping
sharavsambuu/Sharav-Tech-Engine
accumulation of my raw OpenGL knowledge. it's not exactly an engine or a framework it's just a bunch of experiments
sharavsambuu/Sponza
Sponza OBJ Model
sharavsambuu/testing-and-tuning-market-trading-systems
Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
sharavsambuu/unidip
Python port of the Unidip clustering algorithm from: http://www.kdd.org/kdd2016/subtopic/view/skinny-dip-clustering-in-a-sea-of-noise
sharavsambuu/vpin
Volume-Synchronized Probability of Informed Trading
sharavsambuu/vpin-3
Application of VPIN in cyrptocurrency market.
sharavsambuu/VPIN_HFT
sharavsambuu/World_Quant_Alphas
World Quant 101 alphas的计算和策略化