Pinned Repositories
Caeser-Cipher
Introductory project for string
Credit-Risk-Modeling
Calculates the expected loss on a credit using the PD, LGD and EAD.
Deep-Learning
Deep-Portfolio-Management-Reinforcement-Learning
This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.
FinQuant
A program for financial portfolio management, analysis and optimisation.
freqtrade
Simple High Frequency Trading Bot for crypto currencies
markovify
A simple, extensible Markov chain generator.
mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
Portfolio-construction-
A collection of jupyter notebook containing python code from the basics of analyzing returns, efficient frontier, var, cppi with max drawdown to stimulating asset returns using monte carlo.
Puzzles-brain-teasers-and-more
I will use this repository as a means to practise algorithmic problems that I come across and any interesting puzzles and brainteasers that catch my eye.
vruherself's Repositories
vruherself/Portfolio-construction-
A collection of jupyter notebook containing python code from the basics of analyzing returns, efficient frontier, var, cppi with max drawdown to stimulating asset returns using monte carlo.
vruherself/Caeser-Cipher
Introductory project for string
vruherself/Credit-Risk-Modeling
Calculates the expected loss on a credit using the PD, LGD and EAD.
vruherself/Deep-Learning
vruherself/Deep-Portfolio-Management-Reinforcement-Learning
This repository presents our work during a project realized in the context of the IEOR 8100 RL Class at Columbia University.
vruherself/FinQuant
A program for financial portfolio management, analysis and optimisation.
vruherself/freqtrade
Simple High Frequency Trading Bot for crypto currencies
vruherself/markovify
A simple, extensible Markov chain generator.
vruherself/mastering-python-for-finance-second-edition
Sources codes for: Mastering Python for Finance, Second Edition
vruherself/Puzzles-brain-teasers-and-more
I will use this repository as a means to practise algorithmic problems that I come across and any interesting puzzles and brainteasers that catch my eye.
vruherself/microprice
vruherself/OptimalPortfolio
An open source library for portfolio optimisation
vruherself/Pairs-Trading-with-PCA
Implementing pairs trading while using principal componenet analysis for factor model of the returns.
vruherself/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
vruherself/python-guide
Python best practices guidebook, written for humans.
vruherself/Q-Learning-for-Trading
vruherself/Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
vruherself/Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
vruherself/tda-api
A TDAmeritrade API client for Python
vruherself/Time-Series
Time series models
vruherself/twitter_markov
Create markov chain ("_ebooks") accounts on Twitter
vruherself/Using-random-forest-to-model-limit-order-book-dynamic
I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
vruherself/vruherselfblog
Build a Jekyll blog in minutes, without touching the command line.