3-Day Online Bootcamp about Python & AI for Algorithmic Trading
Dr. Yves J. Hilpisch
Director CPF Program | CEO The Python Quants
Online, November 13-15, 2024
patryknextdoor
/ 00_algo_bootcamp.md
Created
November 15, 2024 08:34
— forked from yhilpisch/00_algo_bootcamp.md
patryknextdoor
/ list.md
Created
October 14, 2024 09:58
— forked from ih2502mk/list.md
Quantopian Lectures Saved
Lecture 1: Introduction to Research — [📝Lecture Notebooks] [
Lecture 2: Introduction to Python — [📝Lecture Notebooks] [
Lecture 3: Introduction to NumPy — [📝Lecture Notebooks] [
Lecture 4: Introduction to pandas — [📝Lecture Notebooks] [
Lecture 5: Plotting Data — [📝Lecture Notebooks] [[
patryknextdoor
/ options.adoc
Created
May 17, 2023 13:10
— forked from johnymontana/options.adoc
My entry for the Neo4j GraphGist December competition. Very simplified options trading in a graph.
This GraphGist will begin to explore how stock option data can be modeled as a graph, some simple Cypher queries for calculating payout at expiration for an options contract and a very basic look at finding profitable options trades given a specific forecast. Please note that some of the concepts here have been simplified and are only meant as an educational overview of exploring Neo4j and graph data modeling.
patryknextdoor
/ fuzzytargs.py
Created
August 18, 2022 18:45
— forked from 3catz/fuzzytargs.py
Fuzzy Targets
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| D = reconstruct(s, dim = 22 * 2 + 5, tau = 1) | |
| Xs = [] | |
| Ys = [] | |
| for choice in np.repeat("random",3): | |
| X = D[:,:22 * 2] ; Y = D[:,-5:] | |
| if choice == 'random': | |
| import random | |
| y = [] | |
| for i in range(len(Y)): |
patryknextdoor
/ tickbar_generator.py
Created
June 27, 2021 09:34
— forked from GerardBCN/tickbar_generator.py
Tickbar generator
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| # expects a numpy array with trades | |
| # each trade is composed of: [time, price, quantity] | |
| def generate_tickbars(ticks, frequency=1000): | |
| times = ticks[:,0] | |
| prices = ticks[:,1] | |
| volumes = ticks[:,2] | |
| res = np.zeros(shape=(len(range(frequency, len(prices), frequency)), 6)) | |
| it = 0 | |
| for i in range(frequency, len(prices), frequency): | |
| res[it][0] = times[i-1] # time |