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QuantFlow - algorithmic trading platform

This is an enhancement fork with the explicit aim of supporting current shipping Raspbian/Ubuntu kernels without requiring downgrading. Please donate at https://hintak.github.io/ if it works for yo…

My work on a project "High Frequency Market Making: Optimal Quoting" in the Center of Mathematical Finances.

My work on a project "Credit derivatives and their application: introduction to the macro credit markets" in the Center of Mathematical Finances.

kaldi-asr/kaldi is the official location of the Kaldi project.

data and code for article about STTM

Network Analysis in Python

Прогнозирование курса доллара с использованием временных рядов.

Explore article by G.Lui and others "Forecasting the value-at-risk of Chinese stock market using the HARQ model and extreme value theory"

Result of Ecole42 Piscine about Data Science with python

Based on the approaches which are presented in "Forecasting Realised Volatility: Does the LASSO approach outperform HAR?" (Yi Ding, Dimos Kambouroudis & David G McMillan, 2021) I predict realized v…

Functions for the construction of risk-based portfolios

MSGARCH R Package

Convolutional Neural Networks

High-quality single-file implementations of SOTA Offline and Offline-to-Online RL algorithms: AWAC, BC, CQL, DT, EDAC, IQL, SAC-N, TD3+BC, LB-SAC, SPOT, Cal-QL, ReBRAC

Better Call Dev backend

Learn how to design large-scale systems. Prep for the system design interview. Includes Anki flashcards.

A privacy-first, self-hosted, fully open source personal knowledge management software, written in typescript and golang.

The repo contains a simulator used in backtesting of strategies developed during the CMF course "Trading Credit Derivatives".

Creating, training and backtesting of VaR and ES models based on Importance Sampling

Repo for Crypto Option Calibration project in CMF

Splitting Conic Solver

Repository contains implementation for tesing a trading algorithm based on MSGARCH model. The initial strategy is described in the article: "Testing an Algorithm with Asymmetric Markov-Switching GA…

python курс

Автовинчик - автоматический поиск одновременно по двум ботам знакомств Леонардо Дайвинчик с настройкой фильтров для поиска.

Конспект по курсу «История и философия науки»