Features and labels engineering of raw data of quotes of several stocks.
☆32Oct 9, 2019Updated 6 years ago
Alternatives and similar repositories for Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark
Users that are interested in Advanced_Feature_Engineering_of_Raw_Data_of_Stocks-with_PySpark are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆76May 23, 2020Updated 6 years ago
- ☆48Jun 16, 2019Updated 7 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆50Apr 12, 2025Updated last year
- Volume-Synchronized Probability of Informed Trading☆117Oct 13, 2013Updated 12 years ago
- Signal processing examples in python☆167Feb 19, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A collection of homeworks of market microstructure models.☆294May 4, 2018Updated 8 years ago
- HFT signals on GDAX☆121Dec 13, 2017Updated 8 years ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆28Apr 3, 2024Updated 2 years ago
- Track which HTTP protocols are being used by exchanges' servers☆17Apr 19, 2024Updated 2 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 8 years ago
- tick价差套利（参考vnpy网友资料、vnpy论坛资料、windquant）： 1、按被动腿时间戳对齐 2、profile函数展示（需要py3） 3、平稳性检验 4、对冲手数计算 5、2sigma开仓，3sigma止损(或者赌价差扩散？)6、连续止损后cool down一…☆15Nov 2, 2019Updated 6 years ago
- Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative☆18Apr 10, 2025Updated last year
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆16Jul 18, 2025Updated last year
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆15Jul 17, 2026Updated last month
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- A benchmark comparing seven different Rust JSON parsers!☆18Oct 1, 2021Updated 4 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆538Jul 9, 2022Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Documentation for hangukquant/quantpylib☆46Aug 25, 2026Updated last week
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- High frequency trading bot for crypto currencies☆433Feb 7, 2022Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆17Sep 21, 2020Updated 5 years ago
- Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level☆26Apr 26, 2026Updated 4 months ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆19Nov 21, 2024Updated last year
- Implementation of the BERT model using LongNet☆10Jun 12, 2026Updated 2 months ago
- ☆16Nov 29, 2024Updated last year
- ☆20Apr 7, 2025Updated last year
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆19Sep 4, 2025Updated 11 months ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆13Dec 30, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)☆21Jul 16, 2024Updated 2 years ago
- Ultra-low-latency, high-throughput multiprocess transport over SHM and mmap. LMAX-Disruptor-style cross-process ring substrate.☆19Aug 6, 2026Updated 3 weeks ago
- Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"☆19Oct 16, 2024Updated last year
- Cycle indicators from “Cybernetic Analysis for Stocks and Futures” and “Cycle Analytics for Traders”☆13Apr 1, 2020Updated 6 years ago
- ☆11Jan 9, 2026Updated 7 months ago
- Collection of functional programming stuff in JS/TS☆10May 8, 2023Updated 3 years ago
- Automates the tedious task of extracting crucial information from invoices with the Invoice Data Extraction Bot.☆12Feb 7, 2024Updated 2 years ago