jberros Goto Github PK

-jane-street-ae-mlp-xgb-top1

Current 1th: Jane Street: AE MLP+xgb

adv_fin_ml_exercises

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

algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

alphalens

Performance analysis of predictive (alpha) stock factors

aptos-2019-gold-medal-solution

blog

Source code for my personal blog

cvpr2020-plant-pathology

datacrunch

DataCrunch Hackathon Round 3 Winning Solution

datacrunch-notebooks

DataCrunch official repository for public notebooks and collaboration

dfdc_deepfake_challenge

A prize winning solution for DFDC challenge

dlaicourse

Notebooks for learning deep learning

equity-portfolio-prediction

finance

Here you can find all the quantitative finance algorithms that I've worked on and refined over the past year!

hello-world

first-repo

jump-diffusion-model-for-option-pricing

A jump diffusion model for European and American option pricing

kaggle-birdsong-recognition

1st Place solution to the Cornell Birdcall Identification competition.

kaggle-panda-1st-place-solution

1st place solution for the Kaggle PANDA Challenge

kaggle-understanding-clouds

Code for 1st place solution in Understanding Clouds from Satellite Images Challenge.

machine-learning-for-asset-managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

medium_articles

Scripts/Notebooks used for my articles published on Medium

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

numerai

numerati

Dashboard for Numerai Tournament

open-solution-home-credit

Open solution to the Home Credit Default Risk challenge :house_with_garden:

osic-pulmonary-fibrosis-progression

1st place solution of OSIC Pulmonary Fibrosis Progression competition at Kaggle

pneumothorax-segmentation

SIIM-ACR Pneumothorax Segmentation first place solution

public-apis

A collective list of free APIs for use in software and web development.

pyfolio

Portfolio and risk analytics in Python

qlib

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

research_public

Quantitative research and educational materials