aneopsy / PokerStatsLinks
A odds/equity automatique calculator for PokerStars in Python
☆18Updated 9 years ago
Alternatives and similar repositories for PokerStats
Users that are interested in PokerStats are comparing it to the libraries listed below
Sorting:
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- ☆12Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆55Updated 10 months ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 4 years ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆26Updated 3 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Updated 4 years ago
- Volatility Decomposition of Asset Price Time Series☆11Updated 6 years ago
- Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.☆30Updated 5 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆28Updated 8 years ago
- Collections of snippets for trading I find interesting☆28Updated last year
- ☆10Updated 7 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆54Updated 5 years ago
- Quantitative finance and derivative pricing☆22Updated last week
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Updated 5 years ago
- ☆25Updated 2 months ago
- A Python toolkit for high-frequency trade research.☆43Updated 7 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆63Updated 3 weeks ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Skillset Challenge for the Apprenticeship Program, June 2021.☆10Updated 4 years ago
- Hawkes with Latency☆20Updated 5 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- Links for the most relevant topics☆32Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆23Updated 6 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 10 months ago
- ☆12Updated last year
- Machine learning model to predict NSE stocks for a year☆20Updated 7 years ago