Repositories list

• Intelligent-Quantitative-Trading

  Public
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.

  trading-strategiesbacktesting-trading-strategiesquantitative-trading+ 3portfolio-managementalpha-factorstrading

  Jupyter Notebook

  •13•41•0•13•Updated Jun 22, 2022Jun 22, 2022

• Intelligent-Portfolio-Manager

  Public
  📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)

  sharpe-ratiocosine-similarityfactor-returns+ 7alpha-factorsportfolonlp-analysisfactor-dataalphalensturnover-analysisfactor-rank-autocorrelation

  Jupyter Notebook

  •5•7•0•3•Updated Jun 22, 2022Jun 22, 2022

• Intelligent-Financial-Risk-Manager

  Public
  💳 Creates a new gym environment for credit-card anomaly detection using Deep Q-Networks (DQN) and leverages Open AI's Gym toolkit to allocate appropriate awards to the RL agent.

  reinforcement-learningdeep-reinforcement-learningopenai-gym+ 5credit-cardcredit-card-frauddeep-q-networkopen-ai-gymfraudulent-transactions

  Jupyter Notebook

  •2•2•0•0•Updated Dec 4, 2020Dec 4, 2020

• Abstractive-Document-Summarizer

  Public
  This repo contains the code for summarizing financial reports with increased factual correctness for quantitative researchers.

  natural-language-generationdocument-summarizationlstm-neural-network+ 2bi-lstm-modelencoder-decoder-attention

  0•0•0•0•Updated Nov 28, 2020Nov 28, 2020