sunsetcoder
SWE, Applied Math (Optimization, Info. Theory, Probability, Financial ML, Intelligent Systems, GenAI) AI engineer AI/ML, Python, Kotlin, C++
Pinned Repositories
aitravelagent
GenAI agent (CoT) - Visa and Travel Information Assistant
CppCoreGuidelines
The C++ Core Guidelines are a set of tried-and-true guidelines, rules, and best practices about coding in C++
finance_ml
Advances in Financial Machine Learning
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
machine-learning-asset-management
Machine Learning in Asset Management
Modelling-Stochastic-Systems
A set of different models of Stochastic Systems
py-market-profile
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
Stocktalk
Data collection tool for social media analytics
tortoise-tts
A multi-voice TTS system trained with an emphasis on quality
sunsetcoder's Repositories
sunsetcoder/finance_ml
Advances in Financial Machine Learning
sunsetcoder/machine-learning-asset-management
Machine Learning in Asset Management
sunsetcoder/py-market-profile
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
sunsetcoder/Watch-Me-Build-a-Trading-Bot
This is the code for "Watch Me Build a Trading Bot" by Siraj Raval on Youtube
sunsetcoder/adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
sunsetcoder/Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
sunsetcoder/Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
sunsetcoder/awesome-TS-anomaly-detection
List of tools & datasets for anomaly detection on time-series data.
sunsetcoder/awesome_time_series_in_python
This curated list contains python packages for time series analysis
sunsetcoder/blog
Source code for my personal blog
sunsetcoder/ezibpy
ezIBpy, a Pythonic Client for Interactive Brokers API
sunsetcoder/financial-data-structures
Create structured financial data in the form of time, tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's Advances in Financial Machine Learning textbook.
sunsetcoder/finta
Common financial technical indicators implemented in Pandas.
sunsetcoder/forex
Model the Forex Prediction
sunsetcoder/gekko
A bitcoin trading bot written in node - https://gekko.wizb.it/
sunsetcoder/Hands-On-Data-Analysis-with-Pandas
Materials for following along with Hands-On Data Analysis with Pandas.
sunsetcoder/LOSA
sunsetcoder/mixture_model_trading_public
sunsetcoder/PGPortfolio
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
sunsetcoder/presentations
Slide show presentations regarding data driven investing.
sunsetcoder/python-patterns
A collection of design patterns/idioms in Python
sunsetcoder/qdownload
IQFeed CSV market data download tool
sunsetcoder/qtpylib
QTPyLib, Pythonic Algorithmic Trading
sunsetcoder/quant
Quantitative Analysis Research see more at https://teddykoker.com
sunsetcoder/RLNonStationary
Demo for the application of RL to non-stationary effects
sunsetcoder/synthetic_time_series
sunsetcoder/trade-frame
c++ based application for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution.
sunsetcoder/TSCV
Time Series Cross-Validation -- an extension for scikit-learn
sunsetcoder/twint
An advanced Twitter scraping & OSINT tool written in Python that doesn't use Twitter's API, allowing you to scrape a user's followers, following, Tweets and more while evading most API limitations.
sunsetcoder/UCR_Time_Series_Classification_Deep_Learning_Baseline
Fully Convlutional Neural Networks for state-of-the-art time series classification