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Thomas Grivaz's Projects

ai-for-trading icon ai-for-trading

code repository for Udacity nanodegree Artificial Intelligence for Trading

algotrading icon algotrading

playground for various algorithmic trading strategies and backtests

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

master_semester_project icon master_semester_project

This project contains the code used for my master semester project at the lts2 laboratory (https://lts2.epfl.ch/), description of the project can be found at https://lts2.epfl.ch/projects/23

pyfolio icon pyfolio

Portfolio and risk analytics in Python

reinforcement-learning icon reinforcement-learning

Python implementation of reinforcement learning algorithms from Sutton's book and David Silver's RL course

tensorflow icon tensorflow

Computation using data flow graphs for scalable machine learning

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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