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…☆75May 23, 2020Updated 5 years ago
- ☆48Jun 16, 2019Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆116Oct 13, 2013Updated 12 years ago
- Signal processing examples in python☆166Feb 19, 2020Updated 6 years ago
- A collection of homeworks of market microstructure models.☆285May 4, 2018Updated 8 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆38Mar 25, 2021Updated 5 years ago
- HFT signals on GDAX☆120Dec 13, 2017Updated 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…☆14Nov 2, 2019Updated 6 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 7 years ago
- A Practical Guide to a Simple Data Stack.☆41Sep 18, 2024Updated last year
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Sep 6, 2023Updated 2 years ago
- Quantium Virtual Experience Program hosted by Forage☆11Feb 15, 2021Updated 5 years ago
- High frequency trading bot for crypto currencies☆425Feb 7, 2022Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Sep 21, 2020Updated 5 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆10Dec 30, 2024Updated last year
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆17Nov 21, 2024Updated last year
- Implementation of the BERT model using LongNet☆10Mar 12, 2026Updated last month
- Automates the tedious task of extracting crucial information from invoices with the Invoice Data Extraction Bot.☆12Feb 7, 2024Updated 2 years ago
- Collection of functional programming stuff in JS/TS☆10May 8, 2023Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"☆18Oct 16, 2024Updated last year
- Cycle indicators from “Cybernetic Analysis for Stocks and Futures” and “Cycle Analytics for Traders”☆14Apr 1, 2020Updated 6 years ago
- Code for the paper Volatility is (mostly) path-dependent☆76Mar 22, 2024Updated 2 years ago
- Solution Manual for Roman Vershynin's High-Dimensional Probability☆26Jul 26, 2024Updated last year
- ☆11Jan 9, 2026Updated 3 months ago
- Portfolio and risk analytics in Python☆13Nov 18, 2025Updated 5 months ago
- Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative☆18Apr 10, 2025Updated last year
- Open-source hub for cleaned, annotated, and well-documented financial datasets. Contributors can add new data, notebooks, and visualizati…☆19Sep 1, 2025Updated 8 months ago
- Trying out the Dataframe Polars library with Delta Lake ... feat Python.☆12Jan 29, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Pytorch code for Sampling in Combinatorial Spaces with SurVAE Flow Augmented MCMC☆11Mar 1, 2021Updated 5 years ago
- Quantitative analysis, strategies and backtests☆2,897Aug 26, 2023Updated 2 years ago
- A fast and simple to use Julia implementation of the macroeconomic model described in [Assenza, Delli Gatti, Grazzini (2015)]☆22Jun 13, 2025Updated 10 months ago
- Simple command line application to read/write message to kafka topic using protobuf☆14Mar 27, 2023Updated 3 years ago
- BNY Data On Chain User Guide☆12Jan 13, 2026Updated 3 months ago
- A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn a…☆10Jun 8, 2019Updated 6 years ago
- ☆13Jul 21, 2024Updated last year