sunsetcoder
SWE, Applied Math (Optimization, Info. Theory, Probability, Financial ML, Intelligent Systems, GenAI) AI engineer AI/ML, Python, Kotlin, C++
United States
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
flash-attention-windows
Flash Attention 2 pre-built wheels for Windows. Drop-in replacement for PyTorch attention providing up to 10x speedup and 20x memory reduction. Compatible with Python 3.10 and CUDA 11.7+. No build setup required - just pip install and accelerate your transformer models. Supports modern NVIDIA GPUs (RTX 30/40, A100, H100).
flightradar24-mcp-server
Model Context Protocol server for Flight Tracking
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
py-market-profile
A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
semantic-kernel
Integrate cutting-edge LLM technology quickly and easily into your apps
Stocktalk
Data collection tool for social media analytics
sunsetcoder's Repositories
sunsetcoder/finance_ml
Advances in Financial Machine Learning
sunsetcoder/machine-learning-asset-management
Machine Learning in Asset Management
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/blog
Source code for my personal blog
sunsetcoder/ezibpy
ezIBpy, a Pythonic Client for Interactive Brokers API
sunsetcoder/FANG-stock-prediction
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/Momentum-Trading-Example
An example algorithm for a momentum-based day trading strategy.
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/StarTrader
This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gradient (DDPG) learning algorithm.
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