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pydlm

A python library for Bayesian time series modeling

pyemd

Python implementation of Empirical Mode Decompoisition (EMD) method

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier and experimental methods.

python-for-finance-cookbook

Python for Finance Cookbook, published by Packt

python-real-world-machine-learning

Code files added

python_graph

pytorch-gan-timeseries

GANs for time series generation in pytorch

q_learning_trading

create a learning agent using Q-learning

qlearning_trading

Learning to trade under the reinforcement learning framework

qtpylib

QTPyLib, Pythonic Algorithmic Trading

qtrader

Reinforcement Learning for Portfolio Management

quant-trading

Python quantitative trading strategies including MACD, Pair Trading, Heikin-Ashi, London Breakout, Awesome, Dual Thrust, Parabolic SAR, Bollinger Bands, RSI, Pattern Recognition, CTA, Monte Carlo, Options Straddle

quantitative-analysis

量化研究-券商金工研报复现

quantosuserguide

quantOS user guide

reinforce_py

reinforcement learning in Python

reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

reinforcement-learning-with-tensorflow

Simple Reinforcement learning tutorials

research

Contains all the Jupyter Notebooks used in our research.

rgan

Recurrent (conditional) generative adversarial networks for generating real-valued time series data.

rl-bitcoin-trading-bot

Trying to create Reinforcement Learning powered Bitcoin trading bot

rl-quadcopter

rnn-lstm-foreseeing_the_financial_crisis

Attempting to capture impending financial doom using stock data data from 2006

rule_based_trading

develop a trading strategy using technical analysis, but without using machine learning; test it with a market simulator

sanger-machine-learning-workshop

Code for machine learning workshop given to Sanger Systems group

self-supervised-ts-classification

series2image

Encoding time series as images using GAF operation by pyts.

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

simple-flask-application

A simple flask application using mustache and highcharts

sl-quant

Companion code for the "Self Learning Quant" blog post

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).