izikeros/backtesting-on-barra

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izikeros/backtesting-on-barra

izikeros

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I built a realistic backtester using an OHLC data feed and Barra data to build trading strategies using parameters like trade delays, take profits levels, stop loss levels, etc. while my algorithm buys and sells.

trend_classifier

Library for automated signal segmentation, trend classification and analysis.

dotfiles

Configuration files and scripts to quickly setup new system after reinstallation

count_tokens

Count tokens in a text file.

randomforest

Random Forest classifier implementation in Nim

git-commits-graph

Display plot of changes in repo - count of lines or changed lines

blog

My personal blog available at safjan.com

Jupyter Notebook

pycharm_settings

Shared settings for PyCharm Community Edition

sentence-plagiarism

Compare sentences from input document with all sentences from reference documents - find very similar ones.

class_dojo_downloader

Download all ClassDojo photos and videos in your timeline

breakout-strategy

Built and evaluated a breakout signal. I ran statistical tests to test for normality and to find alpha; identified if the outliers could be a valid trading signal and made a judgement call about what should be kept versus what outliers I filtered.

Jupyter Notebook

bio_segmentation_keras

Biomedical image segmentation using Keras

Jupyter Notebook

scripts

Shell and python scripts that helps with usual tasks and enhance workstation utility.

dockerfiles

Dockerfiles for archlinux and pycharm running in the container

salesman

evolutionary solutions for Traveling Salesman Problem (TSP)

Jupyter Notebook

rankflow

Library for plotting multiple ranks evolved over processing steps - draw a rankflow/bump chart

nim-by-example

Examples from nim-by-example.org

alpha-research-and-factor-modeling

Constructed a portfolio with advanced optimization techniques conducting Alpha Research and Factor Modeling to evaluate the performance of my alpha factors to pick the best ones for my portfolio.

Jupyter Notebook

exercism

My exercism exercises

flake8-noreturn

Flake8 plugin to check for using -> None: type hint for return type. Helps to replace them with -> NoRetun type hint from typing

sequence_to_sequence_translation

Sequece to sequence learning for natural language machine translation

vue-fastapi-todo-app

Todo app using Vue 3 for frontend and FastAPI for backend

flask_blog

Flask blog - CRUD web application

awesome-conventional-commit

Collection of awesome projects and documents related to conventional comiits

izikeros

django_blog

Blog web app based on djangogirls tutorial

todo-extractor

Script for extracting TODO notes from the text file

PythonPackageCookiecutter

filecluster

Python module for photo by event clustering

coingecko_fetcher

Service for periodical fetching coin data from the coingecko and saving it in json file.

ci_checks

Code quality, security checks for using in CI

mimicker

Tool for replicating directory structure of photo previews and filling it in with HQ photos from flat directory.

trading-with-momentum

Implemented a momentum trading strategy and tested if it has the potential to be profitable. I worked with historical data of a given stock universe and generated a trading signal based on a momentum indicator; computed the signal to produce projected returns.

Jupyter Notebook