flexible and efficient rolling window operations

A Proximal Policy Optimization Approach to Detect Spoofing in Algorithmic Trading

Fast Robust Moments in R with Rcpp

Time series forecasting: ARIMA/SARIMA, Prophet, LSTM networks and ensemble methods along with automated feature engineering for real-time predictive analytics

Analysis of Classical Machine Learning Algorithms for Anomaly Detection in Time Series Data

NumPy based Python library for online calculation of moments .

librstats is a C library for efficient online computation of statistics, such as for mean, variance, skewness and kurtosis.

In this assignment, I'll get to use what I've learned this week to evaluate the performance among various algorithmic, hedge, and mutual fund portfolios and compare them against the S&P 500 Index.

Quantitative Analysis; Custom Portfolio

This repository is for me to practice with Pandas to use them in a financial environment.

A Whale off the Port(folio)