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1. Tickbar generator Tickbar generator

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   # expects a numpy array with trades

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   # each trade is composed of: [time, price, quantity]

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   def generate_tickbars(ticks, frequency=1000):

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       times = ticks[:,0]

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       prices = ticks[:,1]

2. Adventures-in-Financial-Data-Science Adventures-in-Financial-Data-Science Public

   Forked from Farmhouse121/Adventures-in-Financial-Data-Science

   Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for the book are mostly origina…

   Jupyter Notebook 1 1

3. machine-learning-for-trading machine-learning-for-trading Public

   Forked from stefan-jansen/machine-learning-for-trading

   Code for Machine Learning for Algorithmic Trading, 2nd edition.

   Jupyter Notebook 1

4. meta-labeling meta-labeling Public

   Forked from hudson-and-thames/meta-labeling

   Code base for the meta-labeling papers published with the Journal of Financial Data Science

   Python 1

5. mlfinlab mlfinlab Public

   Forked from hudson-and-thames/mlfinlab

   MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

   Python 1

6. qsforex qsforex Public

   Forked from mhallsmoore/qsforex

   QuantStart Forex Backtesting and Live Trading

   Python