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9 followers · 5 following
  • Los Angeles, CA

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  1. NinjaTraderTools NinjaTraderTools Public

    A repo of NinjaTrader related tools, indicators, strategies, etc.

    C# 17 3

  2. RandomBayesianForest RandomBayesianForest Public

    Random Bayesian Forest (RBF) for Time Series Prediction. This module defines a probabilistic model based on decision trees. It uses Bayesian updating within the trees and bootstrapping to form a fo…

    Python 6

  3. PhysicsGuard PhysicsGuard Public

    RMT-based signal/noise filter for ML model latent spaces

    Python

  4. Trading-Model-Analysis-Suite Trading-Model-Analysis-Suite Public

    Statistical significance testing suite for evaluating trading strategy alpha — 11 rigorous tests including t-test, Wilcoxon, Lo-adjusted Sharpe, Monte Carlo permutation tests, block bootstrap, and …

    Python