QuantBloke's Projects
A 1D analogue of the MNIST dataset for measuring spatial biases and answering Science of Deep Learning questions.
Python code for "Probabilistic Machine learning" book by Kevin Murphy
Automatically generated reports and diagnostics of interest to futures traders
testing locally
Systematic Trading in python
PyTorch tutorials from official repo.
Python programs, usually short, of considerable difficulty, to perfect particular skills.
Source files for "Q Tips: Fast, Scalable and Maintainable Kdb+"
QuantBloke Github Pages
Python wrapper for TA-Lib (http://ta-lib.org/).
Testing public-private repos
Backend core needed for automated trading
Understanding Deep Learning - Simon J.D. Prince
This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies