peterfabakker Goto Github PK

algosolutions

algotrading

alpha-compiler

alternative-bars

Generate various Alternative Bars both historically and at real-time.

deep-reinforcement-learning-in-trading

deep-reinforcement-learning-in-zipline

Creating DRL infrastructure for Dynamic Beta with Zipline and Keras

fastai_bs_finder

Implementation of OpenAI paper with Simple Noise Scale on Fastai

gym_trading

gym_trading-1

hybrid-arima-lstm-model

A financial model to forecast next day SPY closing prices

ibtrader

IBTrader is live trading agent for Interactive Brokers

jupyterlab_quantrocket_ibgui

kalman-and-bayesian-filters-in-python

Kalman Filter textbook using Ipython Notebook. This book takes a minimally mathematical approach, focusing on building intuition and experience, not formal proofs. Includes Kalman filters, Extended Kalman filters, unscented filters, and more. Includes exercises with solutions.

long-short-trading-algorithm

All written by myself using Quantopian IDE. Contains a notebook which tests factors for their correlation with stock prices over time. Also contains the actual algorithm, where some of the successful factors were brought over into. Finally, it contains a notebook with a single cell. Running the cell will give results of a back test of the algorithm from 01-01-14 to 01-01-15.

my-quantopian-archive

passivbot

trading bot running on binance isolated margin

pipeline-live

Pipeline Extension for Live Trading

pyex

Complete Python interface to IEX and IEX cloud APIs

pyhrp

A library for hierarchical risk-based portfolios which allows users to create full-investment, long-only portfolios using techniques and strategies as outlined in "Hierarchical risk parity: Accounting for tail dependencies in multi-asset multi-factor allocations" by Harald Lohre et al.

pynaissance

A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.

qbackup

Back up of quantopian notebooks

quantopian

algorithms for quantopian

quantopian-1

Jupyter Notebooks from quantopian

quantopian-2

quantopian-3

quantopian-algo-trading

Repo to hold Quantopian trading algorithms using python and Quantopian

quantopian-algos

My Dissertation Algos

quantopian-research-notebooks

quantrocket-client

Command line interface and Python client for QuantRocket

speculator

Predict the next Bitcoin and Ethereum market trends with machine learning and technical analysis