This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.

DCC GARCH modeling in Python

Constrained Policy Optimization

The content of this repository is mainly about the "Volatility is rough" paper written by Jim Gatheral, Thibault Jaisson and Mathieu Rosenbaum.

C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.

The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".

Implementing a ChatGPT-like LLM in PyTorch from scratch, step by step

Multivariate Time-Series Anomaly Detection with GNN.

Code for our VLDB'22 paper Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting.

Hierarchical Graph Pooling with Structure Learning

Deep Q-learning (DQN) for Multi-agent Reinforcement Learning (RL)

Osintgram is a OSINT tool on Instagram. It offers an interactive shell to perform analysis on Instagram account of any users by its nickname

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

Build a healthcare platform that streamlines patient registration, appointment scheduling, and medical records, and learn to implement complex forms and SMS notifications.

Bring portraits to life!

Payload is the open-source, fullstack Next.js framework, giving you instant backend superpowers. Get a full TypeScript backend and admin panel instantly. Use Payload as a headless CMS or for buildi…

A data visualization and analytics component, especially well-suited for large and/or streaming datasets.

An open-source & self-hostable Heroku / Netlify / Vercel alternative.

Scalable and flexible workflow orchestration platform that seamlessly unifies data, ML and analytics stacks.

Implementation of R-GCNs for Relational Link Prediction

Notebooks that replicate original quantitative finance papers from Emanuel Derman

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection…

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

Implementation of "Advances in Financial Machine Learning" quant trading strategies in python (building upon Freqtrade / FreqAI open source project)

Collection of algorithms for online portfolio selection

DQN to play Atari Pong

Natural Gradient Boosting for Probabilistic Prediction

Convolutional Transformer for time series