tarek-alpha

tarek-alpha's Stars

• thuml/Time-Series-Library

  A Library for Advanced Deep Time Series Models.

  Language:Python7k735111.1k

• je-suis-tm/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

  Language:Python6k249151.2k

• JerBouma/FinanceToolkit

  Transparent and Efficient Financial Analysis

  Language:Python3k6787355

• ddz16/TSFpaper

  This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.

  2.1k6623183

• 8080labs/ppscore

  Predictive Power Score (PPS) in Python

  Language:Python1.1k2762167

• functime-org/functime

  Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

  Language:Python1k1311158

• philipperemy/n-beats

  Keras/Pytorch implementation of N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.

  Language:Python8622243165

• zcakhaa/DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books

  This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

  Language:Jupyter Notebook4011726214

• microprediction/precise

  World beating online covariance and portfolio construction.

  Language:Jupyter Notebook27082946

• bkelly-lab/ReplicationCrisis

  Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)

  Language:R252186120

• kieranjwood/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).

  Language:Python23117089

• bkelly-lab/ipca

  Instrumented Principal Components Analysis

  Language:Python205121877

• zcakhaa/Multi-Horizon-Forecasting-for-Limit-Order-Books

  Language:Jupyter Notebook1868474

• aangelopoulos/conformal-time-series

  Conformal prediction for time-series applications.

  Language:Jupyter Notebook101666

• numeristical/resources

  A collection of resources for learning and research.

  Language:Jupyter Notebook887272

• daehkim/pair-trading

  CS7641 Team project

  Language:Jupyter Notebook855331

• keblu/MSGARCH

  MSGARCH R Package

  Language:R81207728

• ml-jku/HopCPT

  Conformal Prediction for Time Series with Modern Hopfield Networks

  Language:Python71918

• OVVO-Financial/NNS

  Nonlinear Nonparametric Statistics

  Language:HTML676422

• cvxgrp/cov_pred_finance

  Language:Jupyter Notebook584577

• lich99/TiDE

  Unofficial Implementation of Long-term Forecasting with TiDE: Time-series Dense Encoder

  Language:Jupyter Notebook47328

• vicaws/neuralSDE-marketmodel

  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.

  Language:Jupyter Notebook474013

• JPSchloss/Code_Resources_And_Examples

  A collection of code snippets that I create and share with the world!

  Language:Jupyter Notebook36108

• AI4CTS/lightcts

  Language:Python35004

• Athe-kunal/SEC-QA-Agent

  Language:Python352310

• edgetrader/mean-reversion-strategy

  Mean Reversion Trading Strategy

  Language:Jupyter Notebook20109

• IanLKaplan/pairs_trading

  Language:Jupyter Notebook201010

• quantopian/ta-lib

  Python wrapper for TA-Lib (http://ta-lib.org/).

  Language:C2015011

• sebjai/Portfolio-Wasserstein-Ball

  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elasticity of variance model

  Language:Jupyter Notebook11203

• fgt996/Clustering4Investment

  This project contains some code related to the construction of an investment strategy based on clustering. In particular, a study of multiple time-horizons risk factors is carried out.

  Language:Python2101