Starred repositories
lightweight LMAX disruptor v3 port in C++20
A system for implementing a time-series momentum approach, historically and in production.
Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, comparing them with baseline approaches and conducting exper…
Using reinforcement learning to make markets in the high frequency trading setting.
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Advers…
An implementation of the focal loss to be used with LightGBM for binary and multi-class classification problems
MOA is an open source framework for Big Data stream mining. It includes a collection of machine learning algorithms (classification, regression, clustering, outlier detection, concept drift detecti…
📝 🎉 A curated list of awesome papers for incremental learning with pre-trained models
A curated list of awesome Delphi/FreePascal/(any)Pascal frameworks, libraries, resources, and shiny things. Inspired by awesome-... stuff. Open source and freeware only!
This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
⚡ TabPFN: Foundation Model for Tabular Data ⚡
Quantitative analysis, strategies and backtests
Time series forecasting with machine learning models
Financial Data Pattern Recognition Using Compression Techniques
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
backtrader2 / backtrader
Forked from mementum/backtraderPython Backtesting library for trading strategies
Kepler.gl is a powerful open source geospatial analysis tool for large-scale data sets.
A power-full Shapley feature selection method.
Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees
Material for some of the modules of the MSc Mathematics and Finance at Imperial College London