vilkovgr

vilkovgr's Stars

• kieranjwood/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).

  Language:Python489206

• kieranjwood/x-trend

  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

  699

• vilkovgr/qmoms

  qmoms package to compute option-implied moments from surface data

  Language:Python151

• QuantConnect/Lean

  Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

  Language:C#10.2k3.3k

• ranaroussi/quantstats

  Portfolio analytics for quants, written in Python

  Language:Python5.1k888

• stefan-jansen/machine-learning-for-trading

  Code for Machine Learning for Algorithmic Trading, 2nd edition.

  Language:Jupyter Notebook13.7k4.3k