starlord2222 Goto Github PK

algo_trading

arbitragefreesabr.jl

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

bankquantintern

behavioural-asset-pricing-and-market-mispricing

This project was carried under Dr. Suman Saurabh from IIT Kanpur as a part of Summer Project in 2021.

bergomi_volatility-rough_bergomi

A Python implementation of the rough Bergomi model.

binance-blsh-lob-bot

Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)

binance-cryptoradar

A Python repository focused on applying Data Science to cryptocurrency trading on Binance Exchange

bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

blueshift-demo-strategies

Repository of demo strategies for the Blueshift platform

bsneuralnet

Black Scholes Neural Network Visualization GUI

btc-skew-as-a-trading-signal

btc_sentiment

Presentation Link: https://youtu.be/EyskhUmbIXg

capmarket

cnn-ta

Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach: A novel algorithmic trading model CNN-TA using a 2-D convolutional neural network based on image processing properties.

crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

crypto_vol_arb

A tool used to analyze arbitrage opportunities in cryptocurrency option markets.

data-driven-option-pricing---semester-project-

This study is done under Dr. Anindya Goswami from IISER Pune as a part of credited semester project in Spring Semester 2022 in IISER Pune.

data-driven-option-pricing-by-dr.-goswami

This the code of the paper by Dr. Goswami , Atharva Tankshale and Sharan Rajani on Data Driven Option Pricing

datasciencecoursera

Made while a course from coursera by John Hopkins University

datasharing

The Leek group guide to data sharing

deep-finance

Datasets, papers and books on AI & Finance.

deep_news

A trading algorithm which uses news and ticker data to predict the volatility and volume of ETFs.

ecs323_final_project

Final project for ECS 323

eurusd-forecast-sarimax

example-hftish

Example Order Book Imbalance Algorithm

featuredriven-hawkes

Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

first-try-out

My first time with github

forecastingvolatility

Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling window method to forecast future volatility on the NASDAQ composite.