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abides

ABIDES: Agent-Based Interactive Discrete Event Simulation

adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

algo_trading_and_quant_strategies

Supplemental Material for Algorithmic Trading and Quantitative Strategies

algorithmictrader

Implementation of algorithmic trading using reinforcement learning.

algorithmictrading-machinelearning

Deep Learning - Neural network (RNN, LSTM & GRU)

alphalens

Performance analysis of predictive (alpha) stock factors

alphanetv3

Recurrent Neural Network for predicting Stock Returns

amazon-sagemaker-examples

Example notebooks that show how to apply machine learning, deep learning and reinforcement learning in Amazon SageMaker

annotated_deep_learning_paper_implementations

🧑‍🏫 60 Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, sophia, ...), gans(cyclegan, stylegan2, ...), 🎮 reinforcement learning (ppo, dqn), capsnet, distillation, ... 🧠

ateam

A pyTorch Extension for Applied Mathematics

bayesianoptimization

A Python implementation of global optimization with gaussian processes.

bottleneck

Fast NumPy array functions written in C

bypass-paywalls-chrome

Bypass Paywalls web browser extension for Chrome and Firefox.

cn-chat-arxiv

cvxopt

CVXOPT -- Python Software for Convex Optimization

dask-lightgbm

data-science_projects

Data Science Projects Repository

deap

Distributed Evolutionary Algorithms in Python

deep-learning-for-order-book-price-and-movement-predictions

Limit Order Book data analysis and modeling using LSTM network

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.

deeplob-model-implementation-project

This repo contains some codes and outputs of my implementation of DeepLOB model.

dl_lob_trading_and_midpirce_movement

Deep learning for limit order book trading and mid-price movement

dlsa-public

Deep Learning Statistical Arbitrage

dm13450.github.io

My personal website using Jekyll

dq-mm

Deep Q-Learning for Market Making

drlformm

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"

faceswap

Non official project based on original /r/Deepfakes thread. Many thanks to him!

finrl

FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥

finrl-live-trading

Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy. ICAIF 2020. Please star.

finrl-meta

FinRL­-Meta: A Universe for Data­-Driven Financial Reinforcement Learning. 🔥