An expansion of the Triple-Barrier Method by Marcos López de Prado

Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.

FinRL®: Financial Reinforcement Learning. 🔥

PyTorch version of Stable Baselines, reliable implementations of reinforcement learning algorithms.

TypeScript library for technical analysis of chart patterns, volume, and market structure

💥 A curated list of Terminal frameworks, plugins & resources for CLI lovers.

Virtual whiteboard for sketching hand-drawn like diagrams

DeepSeek Coder: Let the Code Write Itself

This repository contains best profile readme's for your reference.

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…

A collection of design patterns/idioms in Python

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

Order flow toxicity; Volume-Synchronized Probability of Informed Trading

Nonlinear measures for dynamical systems (based on one-dimensional time series)

Python Stream Processing. A Faust fork

Python library for the BlockCypher web services

🤗 Transformers: the model-definition framework for state-of-the-art machine learning models in text, vision, audio, and multimodal models, for both inference and training.

🦜🔗 Build context-aware reasoning applications