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  • šŸ‘‹ Hi, Iā€™m @QuantBloke
  • šŸ‘€ I am a quantitative trader in all asset classes. Background in equities.
  • šŸŒ± My other interests include crypto, deep learning and programming.
  • šŸ“« How to reach me: QuantBloke on gmail.

QuantBloke's Projects

mnist1d icon mnist1d

A 1D analogue of the MNIST dataset for measuring spatial biases and answering Science of Deep Learning questions.

probabilisticml icon probabilisticml

Python code for "Probabilistic Machine learning" book by Kevin Murphy

pst_reports icon pst_reports

Automatically generated reports and diagnostics of interest to futures traders

pytudes icon pytudes

Python programs, usually short, of considerable difficulty, to perfect particular skills.

qtips icon qtips

Source files for "Q Tips: Fast, Scalable and Maintainable Kdb+"

wood-2022-trading-momentum-transformer icon wood-2022-trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

wood-2024-x-trend icon wood-2024-x-trend

X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

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