Machine learning automatic quantitative trading system
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Updated
Mar 20, 2019 - CMake
Machine learning automatic quantitative trading system
Simple metrics for Robinhood trading
A simple yet powerful way to visualize 4xdat trades.
My first experiments in quantitative finance
Quantitative Financial Risk Mangement
Algoritmos en R para las volatilidades propuestas en el Capitulo 9 del libro Paul Wilmott Introduces Quantitative Finance.
Computations of alpha and beta for tech stocks on the Australian Stock Exchange using the Capital Asset Pricing Model.
Algunos de los temas que me interesan / Subjects I'm interested
TeX and other sources from my PhD thesis
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
My portfolio website
Intraday trading Dataset from fyers API and code to fetch custom data.
My personal ML portfolio projects.
Public ✨ Feature and Bug 🐛 Tracker for the MesoSim project
A series of methods contained in classes to implement volatility based approaches to underlying data. For example, volatility timing strategies.
The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.
개념정리(머신러닝/딥러닝/수학/통계학/금융공학/알고리즘 문제풀이)
Quantitative Finance With Python Materials From Basic
This is a project created by Elias Izmirlian, and aims to classify whether a stock's closing price will go up by at least 1% or not in three days.
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