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  1. twp twp Public

    Forked from sjev/twp

    Jupyter Notebook

  2. Advanced-Deep-Trading Advanced-Deep-Trading Public

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    Mostly experiments based on "Advances in financial machine learning" book

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    A radically simple, zero-configuration static site generator in JavaScript

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    Trading Gym is an open source project for the development of reinforcement learning algorithms in the context of trading.

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    Forked from fracdiff/fracdiff

    Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

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  6. Probabilistic-Sharpe-Ratio Probabilistic-Sharpe-Ratio Public

    Forked from rubenbriones/Probabilistic-Sharpe-Ratio

    Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)

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