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
- ☆49Jun 16, 2019Updated 6 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 11 months ago
- Volume-Synchronized Probability of Informed Trading☆113Oct 13, 2013Updated 12 years ago
- Signal processing examples in python☆166Feb 19, 2020Updated 6 years ago
- A collection of homeworks of market microstructure models.☆281May 4, 2018Updated 7 years ago
- ☆38Mar 25, 2021Updated 5 years ago
- HFT signals on GDAX☆120Dec 13, 2017Updated 8 years ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆28Apr 3, 2024Updated last year
- Code for Conformal Counterfactual Inference under Hidden Confounding (KDD’24)☆11Aug 30, 2024Updated last year
- A Practical Guide to a Simple Data Stack.☆40Sep 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
- Accompanying source codes for my book 'Mastering Python for Finance'.☆535Jul 9, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Quantium Virtual Experience Program hosted by Forage☆11Feb 15, 2021Updated 5 years ago
- High frequency trading bot for crypto currencies☆424Feb 7, 2022Updated 4 years ago
- Implementing a medium freq trading strategy by estimating price impact via order flow.☆16Sep 21, 2020Updated 5 years ago
- Track which HTTP protocols are being used by exchanges' servers☆15Apr 19, 2024Updated last year
- Constrained multivariate least-squares optimizer for scipy☆23Jan 26, 2016Updated 10 years ago
- Tr8dr's Musing on Algo Trading, Machine Learning, and the Markets☆17Nov 21, 2024Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆75Mar 22, 2024Updated 2 years ago
- 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
- 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 5 years ago
- Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative☆18Apr 10, 2025Updated 11 months ago
- Portfolio and risk analytics in Python☆13Nov 18, 2025Updated 4 months ago
- Open-source hub for cleaned, annotated, and well-documented financial datasets. Contributors can add new data, notebooks, and visualizati…☆18Sep 1, 2025Updated 6 months ago
- Trying out the Dataframe Polars library with Delta Lake ... feat Python.☆12Jan 29, 2025Updated last year
- Pytorch code for Sampling in Combinatorial Spaces with SurVAE Flow Augmented MCMC☆11Mar 1, 2021Updated 5 years ago
- Quantitative analysis, strategies and backtests☆2,848Aug 26, 2023Updated 2 years ago
- Cycle Analytics for Traders - MQL5 Indicators - John F. Ehlers☆16Nov 1, 2022Updated 3 years ago
- Simple command line application to read/write message to kafka topic using protobuf☆14Mar 27, 2023Updated 2 years ago
- ☆13Jul 21, 2024Updated last year
- Generate a type-safe openssl configuration file with dhall☆14Aug 25, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- This is a Repo for the econ working paper template.☆18Feb 25, 2026Updated last month
- ☆19Feb 14, 2024Updated 2 years ago