JurgenPalsma / dcgeneratorView external linksLinks
Python package for generating Directional Changes - a technical analysis indicator - from time series.
☆20Jul 19, 2018Updated 7 years ago
Alternatives and similar repositories for dcgenerator
Users that are interested in dcgenerator are comparing it to the libraries listed below
Sorting:
- I have taken Joel Greenblatt's book and applied his magic formula to listed stock to identify under priced stocks.☆11Jul 14, 2020Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆38Jul 5, 2023Updated 2 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 6 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆23Nov 1, 2023Updated 2 years ago
- ☆19May 17, 2020Updated 5 years ago
- High frequency AI based algorithmic trading module.☆73May 14, 2016Updated 9 years ago
- Performance attribution analysis, value investment, original investment ideas, alpha seeking☆20Nov 18, 2025Updated 2 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 3 years ago
- Quantitative finance and derivative pricing☆22Feb 1, 2026Updated last week
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- A highly scalable architecture to start your digital product in clean way☆13Jan 29, 2024Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆23Jul 26, 2019Updated 6 years ago
- 📈 Python package for trend detection on stock time series data 📉☆25Jun 25, 2021Updated 4 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Jul 10, 2025Updated 7 months ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Apr 22, 2022Updated 3 years ago
- Relative Strength Stock Screener powered by OpenBB☆37Jul 21, 2023Updated 2 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆35Jun 28, 2022Updated 3 years ago
- Reinforcement Learning in FX Trading☆28Aug 17, 2019Updated 6 years ago
- Python implementation of Association Rule Mining☆11Apr 26, 2024Updated last year
- ASM-HEMT is industry standard compact model for GaN RF and power devices. This repository is the source of the open source version of the…☆15Mar 28, 2021Updated 4 years ago
- Learn Python for Economic Computation☆14Feb 24, 2025Updated 11 months ago
- ☆15Aug 4, 2025Updated 6 months ago
- Implements different approaches to tactical and strategic asset allocation☆44Dec 23, 2024Updated last year
- Programmatically generated PCB libraries facilitating robust electronic product design.☆17Dec 15, 2025Updated last month
- Neuro evolution agent to buy and sell stocks atumatically☆35Jan 16, 2026Updated 3 weeks ago
- Admin general base for development boosting☆12Mar 22, 2025Updated 10 months ago
- ☆16Updated this week
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆14Mar 19, 2023Updated 2 years ago
- This repository contains all the materials related to the basic MOSFET theory, CMOS technology, circuit and layout design, and basic PDK …☆14Dec 15, 2023Updated 2 years ago
- The Things Uno☆10Feb 1, 2018Updated 8 years ago
- Indonesian portfolio scraper and visualizer to automate the purchase of index-based stocks.☆13Jan 10, 2024Updated 2 years ago
- AWS-DevOps Notes, Hands-on and Projects☆12Oct 20, 2022Updated 3 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆37Oct 3, 2018Updated 7 years ago
- UppHub is the repository that serves as the official global registry for U++ distributed packages. Each package provides additional funct…☆12Nov 4, 2025Updated 3 months ago
- Calculates correlation coefficient between all symbols in MetaTrader5 Market Watch☆13Jun 4, 2021Updated 4 years ago
- Quick exercise for utilizing Async functions and fireBase to build scalable R Shiny Apps.☆10Dec 25, 2020Updated 5 years ago