Pinned Repositories
BDiF2016
tdameritrade
Python interface to TD Ameritrade (https://developer.tdameritrade.com)
vroomzel's Repositories
vroomzel/tdameritrade
Python interface to TD Ameritrade (https://developer.tdameritrade.com)
vroomzel/alpaca-backtrader-api
Alpaca Trading API integrated with backtrader
vroomzel/Barra-risk-model
Implemented some mathematical processings used in the Barra risk model
vroomzel/catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
vroomzel/ccxt
A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
vroomzel/ClickHouse
ClickHouse® is a free analytics DBMS for big data
vroomzel/clickhouse-odbc
ODBC driver for ClickHouse
vroomzel/codpy_alpha
codpy public version
vroomzel/covShrinkage
A package for Shrinkage Estimation of Covariance Matrices
vroomzel/cryptofeed
Cryptocurrency Exchange Websocket Data Feed Handler
vroomzel/cvxportfolio
Portfolio optimization and simulation in Python
vroomzel/Hua-Zhou_optimization_class
Optimization class
vroomzel/ipca
Instrumented Principal Components Analysis
vroomzel/itch-order-book
Fast implementation of an ITCH order book
vroomzel/marketstore
DataFrame Server for Financial Timeseries Data
vroomzel/miosqp
MIQP solver based on OSQP
vroomzel/OptionSuite
Option and stock backtester / live trader
vroomzel/osqp-python
Python interface for OSQP
vroomzel/osqpth
The differentiable OSQP solver layer for PyTorch
vroomzel/pymarketstore
Python driver for MarketStore
vroomzel/PySkyWiFi
Completely free, unbelievably stupid wi-fi on long-haul flights
vroomzel/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
vroomzel/SeparableOptimization.jl
A Julia package that solves Linearly Constrained Separable Optimization Problems using ADMM.
vroomzel/sktime-tutorial-pydata-berlin-2022
vroomzel/sktime-workshop-pydata-london-2022
PyData London 2022 sktime workshop
vroomzel/streamlit-aggrid
Implementation of Ag-Grid component for Streamlit
vroomzel/streamlit-aggrid-examples
Examples Repository for streamlit-aggrid
vroomzel/tutorials
CatBoost tutorials repository
vroomzel/vectorbt
Ultimate Python library for time series analysis and backtesting at speed and scale
vroomzel/VolatilityIsMostlyPathDependent
Code for the paper Volatility is (mostly) path-dependent