Discover philipperemy/Statistical-Arbitrage Open Source project

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Rank 783,877 (Top 16 %)
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MATLAB
Created over 9 years ago
Updated over 4 years ago

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Using Particle Markov Chain Monte Carlo

keras-attention

Keras Attention Layer (Luong and Bahdanau scores).

Python

2,804

tensorflow-1.4-billion-password-analysis

Deep Learning model to analyze a large corpus of clear text passwords.

Python

1,902

keras-tcn

Keras Temporal Convolutional Network.

Python

1,863

yolo-9000

YOLO9000: Better, Faster, Stronger - Real-Time Object Detection. 9000 classes!

1,179

keract

Layers Outputs and Gradients in Keras. Made easy.

Python

1,040

deep-speaker

Deep Speaker: an End-to-End Neural Speaker Embedding System.

Python

897

n-beats

Keras/Pytorch implementation of N-BEATS: Neural basis expansion analysis for interpretable time series forecasting.

Python

852

name-dataset

The Python library for names.

Python

810

stanford-openie-python

Stanford Open Information Extraction made simple!

Python

628

deep-learning-bitcoin

Exploiting Bitcoin prices patterns with Deep Learning.

Python

525

FX-1-Minute-Data

HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date).

Python

477

timit

The DARPA TIMIT Acoustic-Phonetic Continuous Speech Corpus.

287

Deep-Learning-Tinder

Simple Tinder algorithm able to swipe left and right based on the recommendations of a pre-trained deep neural network (Machine Learning).

Python

276

financial-news-dataset

Reuters and Bloomberg

223

cond_rnn

Conditional RNNs for Tensorflow / Keras.

Python

222

my-first-bitcoin-miner

For the curious minds who want to understand how Bitcoin Blockchain works!

Python

189

expressvpn-python

ExpressVPN - Python Wrapper (IP auto switch).

Python

182

tensorflow-multi-dimensional-lstm

Multi dimensional LSTM as described in Alex Graves' Paper https://arxiv.org/pdf/0705.2011.pdf

Jupyter Notebook

155

tensorflow-class-activation-mapping

Learning Deep Features for Discriminative Localization (2016)

Python

152

easy-encryption

A very simple C++ module to encrypt/decrypt strings based on B64 and Vigenere ciper.

C++

144

Order-Book-Matching-Engine

Order Book Matching Engine for Stock Exchanges (1us latency for matching)

Java

139

tensorflow-ctc-speech-recognition

Application of Connectionist Temporal Classification (CTC) for Speech Recognition (Tensorflow 1.0 but compatible with 2.0).

Python

131

tensorflow-phased-lstm

Phased LSTM: Accelerating Recurrent Network Training for Long or Event-based Sequences (NIPS 2016) - Tensorflow 1.0

Python

130

fractional-differentiation-time-series

As described in Advances of Machine Learning by Marcos Prado.

Python

121

amazon-reviews-scraper

Yet another multi language scraper for Amazon targeting reviews.

Python

116

lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

Jupyter Notebook

108

google-news-scraper

Google News Scraper for languages like Japanese, Chinese... [VPN Support]

Python

stock-volatility-google-trends

Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf

Python

mercari-python-api

The Python Mercari API.

Python

japanese-words-to-vectors

Word2vec (word to vectors) approach for Japanese language using Gensim and Mecab.

Python

Stanford-NER-Python

Stanford Named Entity Recognizer (NER) - Python Wrapper

Python

very-deep-convnets-raw-waveforms

Tensorflow - Very Deep Convolutional Neural Networks For Raw Waveforms - https://arxiv.org/pdf/1610.00087.pdf

Python

speaker-change-detection

Paper: https://arxiv.org/abs/1702.02285

Python

tensorflow-maxout

Maxout Networks TensorFlow implementation presented in https://arxiv.org/abs/1302.4389

Python

tensorflow-cnn-time-series

Feeding images of time series to Conv Nets! (Tensorflow + Keras)

Python

3.7-billion-passwords-tools

Tools to manipulate the data behind Collection #1 (and #2–5) - AntiPublic.

Python

keras-seq2seq-example

Toy Keras implementation of a seq2seq model with examples.

Python

tensorflow-fifo-queue-example

Example on how to use a Tensorflow Queue to feed data to your models.

Python

python-darknet-yolo-v4

Python to interface with Darknet Yolo V4 (multi GPU with load balancer supported).

Python

bitmex-liquidations

Minimal code to show how to receive the liquidations in realtime on Bitmex.

Python

vision-api

Google Vision API made easy!

Python

tensorflow-grid-lstm

Implementation of the paper https://arxiv.org/pdf/1507.01526v3.pdf (Tensorflow 1.0, Python 3)

Python

advanced-deep-learning-keras

File repository for the course [Advanced Deep Learning with Keras]. Packt Publishing.

Jupyter Notebook

Facebook-Profile-Pictures-Downloader

😆 Download public profile pictures from Facebook.

Python

bitcoin-market-data

Largest tick market data for Bitcoin (mirror server of bitcoincharts.com).

Shell

beer-dataset

The biggest beer database is in this repo!

Python

NiceHash-api-monitoring-client

Simple NiceHash client to monitor your mining rigs. Configure alerts and emails!

Python

information-extraction-with-dominating-rules

Information extraction based on Stanford open IE Library and domination decision rules. http://philipperemy.github.io/information-extract/

Python

Market-Data

Module to retrieve realtime stock quotes of Paris stock exchange

Java

instant-music-playlist-downloader

Download MP3 songs from the web.

Python

Sentiment-Analysis-NLP

Sentiment Analysis applied to different datasets such as IMDB

Python

wavenet

A general TensorFlow implementation of the Wavenet network to be used to model long term sequences with less trainable parameters.

Python

keras-snail-attention

SNAIL Attention Block for Keras.

Python

which-of-your-friends-are-on-tinder

Discover which of your Facebook friends are on Tinder!

Python

LSTM-text-generation

Generating NEW Reuters articles from Reuters articles.

Python

Candlestick-Chart-Generator

Candlestick Charts in JavaScript.

JavaScript

keras-frn

Keras Filter Response Normalization Layer.

Python

keras-sde-net

Keras implementation of SDE-Net (ICML 2020).

Python

Peer-Group-Analysis-Clustering

Unsupervised Clustering of Time Series using Peer Group Analysis PGA

MATLAB

OrderBook-TWAP

Programming Test

C++

selenium-python-examples

Selenium examples in Python (web scraper).

Python

python-pubsub

A simple python implementation of a message router with many subscribers and many publishers.

Python

philipperemy.github.io

My blog.

SCSS

fxrt

Realtime FX prices from the Oanda broker.

Python

tensorflow-isan-rnn

Input Switched Affine Networks: An RNN Architecture Designed for Interpretability. http://proceedings.mlr.press/v70/foerster17a/foerster17a.pdf

Python

twitter-arxiv-sanity

Your daily "top hype" papers.

Python

japan-weather-forecast

Japanese Meteorological Agency (scraper + data)

Python

github-backup

Back up all your Github repositories in a directory.

Python

Leboncoin

Management of small ads (editing, publishing, deleting, re-publishing)

Java

Github-full-data-set

Generating GitHub data (~1M repositories May 2017).

Python

cocktails

Generate the best cocktail ever with Machine Learning !

Python

Technical-Analysis

Technical Analysis Tool based on TA Lib

Ransac-Java

Implementation of the Ransac algorithm written in Java.

Java

Data-Mining-Automaton

Quantitative Algobox based on Data Mining techniques

Java

HFT-FIX-Parser

Ultra low latency FIX Parser

GPU-Activity-Monitoring

Python monitoring tool for the nvidia-smi command on Linux.

Python

japanese-street-addresses-scraper

Scraper for Japanese street addresses (住所).

Python

bitstamp-realtime-order-book

Gives you low latency access to Bitstamp Realtime Order Book.

Python

arma-scipy-fit

Estimating coefficients of ARMA models with the Scipy package.

Python

urban-dictionary-transformers

Transformers applied to Urban Dictionary for fun.

Python

digital-setting-circles

Compatible with Raspberry Pi. Setting circles are used on telescopes equipped with an equatorial mount to find astronomical objects in the sky by their equatorial coordinates.

C++

binance-futures

Straightforward API endpoint to receive market data for Binance Futures.

Python

keras-mode-normalization

Keras Implementation of Mode Normalization (Lucas Deecke, Iain Murray, Hakan Bilen, 2018)

Python

Ogame-API

Ogame API

Java

bitflyer

Bitflyer API Realtime Feed Python.

Python

Kaggle-PKDD-Taxi-I

https://www.kaggle.com/c/pkdd-15-predict-taxi-service-trajectory-i

Python

ssh-failed-attempts

Tool to detect and analyze failed SSH attempts.

Python

Idealwine-wine-prices

API to retrieve quotes from daily wine auctions

Java

notifier

Receive notifications on your phone when your CLI tasks finish.

Python

API-Ratp

API to retrieve real time schedule times for Paris transports

Visual-Ballistic-Roulette-Vision

Ball and wheel zero tracking.

Python

Visual-Ballistic-Roulette-python

Visual Ballistic Roulette written in Python.

Python

tf-easy-model-saving

An easy way to load and save checkpoints in Tensorflow!

Python

Quantitative-Market-Data-Generator

Equity Prices Generator using Quantitative methods such as Brownian Motion

Monte-Carlo-Pi-Computation

This projects aims at computing PI using Monte Carlo method

Visual-Ballistic-Roulette-Timer-Android

Timer for Roulette written for Android

Java

EGAIN-pytorch

Python

Visual-Ballistic-Roulette-Display-Android

Android App

Java

record-your-internet-speed

Record your internet speed at fixed intervals.

Python

100

Martingale-Roulette-MonteCarlo

Monte Carlo simulations for Casino Roulette

MATLAB

philipperemy/Statistical-Arbitrage

philipperemy

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