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smartquant's Projects

electronqc icon electronqc

An electron application for graphing QuantConnect Lean Backtests

exceldna.utilities icon exceldna.utilities

Utilities that add functionality to ExcelDna such as creating a COM like interface to the C API

ipython_notebooks icon ipython_notebooks

Set of Python (Jupyter) notebooks about Python, Reactive Programming, Statistics, Machine Learning, Time Series... and more

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)

lpsolvedotnet icon lpsolvedotnet

Allows the usage in .NET of the Mixed Integer Linear Programming (MILP) solver lp_solve.

myexcellib icon myexcellib

Excel Addin with Quantitative Finance UDFs with F# and ExcelDna

pgportfolio icon pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

sharpquant.objectstore icon sharpquant.objectstore

Simplistic implementation of a general purpose object serialization API that supports versioning.

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