Code for the paper Volatility is (mostly) path-dependent

[ICML 2024] A novel, efficient approach combining convolutional operations with adaptive spectral analysis as a foundation model for different time series tasks

Go ahead and axolotl questions

🌐 The Internet OS! Free, Open-Source, and Self-Hostable.

🔎 📈 🐍 💰 Backtest trading strategies in Python.

Sparse Diversified Portfolio for High-Dimensional Financial index tracking

Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. "Short-term Sparse Portfolio Optimization based on Alternating Direction Method of Multipliers", Journal of Machine Learning Research, vol.…

High Dimensional Portfolio Selection with Cardinality Constraints

Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization

PyTorch implementation for Paper "StockFormer: Learning Hybrid Trading Machines with Predictive Coding".

StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks

Yuan - Personal Investment Operating System

Building a quick conversation-based search demo with Lepton AI.

Supporting data package for the Portfolio Optimization Book

High Frequency Market Making

A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and o…

Parent module to include active modules

real high-frequency-trading system based on c

Python Package: Fitting and Forecasting the yield curve

PyTorch-based framework for Deep Hedging

Fast and Accurate ML in 3 Lines of Code

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

Uniform Manifold Approximation and Projection

A python package that bridges Tradingview alerts to backtrader.

Get data realtime from websocket tradingview