├── .github └── dependabot.yml ├── .gitignore ├── 3_easy_indicators.ipynb ├── 3_simple_metrics.ipynb ├── AI_strat ├── 3-streak-strat.ipynb ├── Step_1_Evaluating_Different_Models.ipynb ├── Step_2_Finding_Optimal_Interval_and_Lookback.ipynb ├── Step_3_Optimizing_Model_Parameters.ipynb ├── building-an-asset-trading-strategy.ipynb ├── deep-reinforcement-learning-for-stock-trading-1.ipynb ├── ny-stock-price-prediction-rnn-lstm-gru.ipynb ├── stock-market-analysis-prediction-using-lstm.ipynb ├── stocks-reinforcement-learning-ensemble.ipynb └── test_strat.ipynb ├── Dockerfile ├── Omega_ratio.ipynb ├── SABR_volatility.ipynb ├── alpha_factors.ipynb ├── american_option.ipynb ├── analysis ├── dbc.ipynb ├── etf_invest_best_time.ipynb ├── trenor_ratio.ipynb └── warren_buffet.ipynb ├── backtesting ├── back_testing.ipynb ├── backtest_2k.ipynb ├── backtest_momentum_strat.ipynb ├── backtest_sim.ipynb ├── backtester.ipynb └── backtesting.ipynb ├── basic └── 1.1 Black-Scholes numerical methods.ipynb ├── benchmark └── compare_investment.ipynb ├── beta_hedge.ipynb ├── black_litterman_model.ipynb ├── calmar_ratio.ipynb ├── chart_patterns.ipynb ├── combined_carry_trend ├── alpha.py ├── futures.py ├── main.py └── universe.py ├── cvar_tail_risk.ipynb ├── docker-compose.yaml ├── docker_run.sh ├── drawdown.ipynb ├── exotic_options.ipynb ├── fama_french_factor.ipynb ├── garch.ipynb ├── geometric_brownian_motion.ipynb ├── hugging_face └── chat_bot.ipynb ├── hurst_exponent.ipynb ├── ibkr_bot.ipynb ├── implied_vol.ipynb ├── inflation_return.ipynb ├── info_coef.ipynb ├── information_ratio.ipynb ├── kalman_filters.ipynb ├── kelly_criterion.ipynb ├── kmeans_applied.ipynb ├── mkr_data_analytics_tool.ipynb ├── mkt_filters.ipynb ├── optimization ├── ETF_take_position.ipynb ├── Optimize-Technical-Indicators-in-a-trading-strategy.ipynb ├── black litterman.ipynb ├── regularization_nn.ipynb └── risk_performance.ipynb ├── option_straddles.ipynb ├── options ├── american_option_pricing.ipynb ├── option_data.ipynb └── strike_and_expiration.ipynb ├── pandas_vs_polars.ipynb ├── parity_portfolio.ipynb ├── pca_alpha.ipynb ├── portfolio_analysis.ipynb ├── portfolio_comp.ipynb ├── quant_db.ipynb ├── ratio_capture.ipynb ├── readme.md ├── reinforcement_learning ├── backtest.py ├── deep_rl_tf.ipynb ├── example_1.ipynb └── sarsa_qlearn.ipynb ├── rentec.ipynb ├── req_docker.txt ├── requirements.txt ├── risk_analysis_downside_deviation.ipynb ├── risk_parity.ipynb ├── rolling_stats.ipynb ├── sharp_ratio.ipynb ├── sharpe_ratio_risk-adj.ipynb ├── simulate_stock_prices.ipynb ├── sortino_ratio.ipynb ├── strat_example.ipynb ├── strategies ├── 3-strats.ipynb ├── MTM-flow.ipynb ├── PairsTrading.ipynb ├── TTM Squeeze Strategy.ipynb ├── last_month_strat.ipynb ├── pair_trading_strat.ipynb ├── paitr_trading_article.ipynb ├── price_patterns.ipynb └── risk of ruin.ipynb ├── stream_rt_option_data.ipynb ├── tech_study.ipynb ├── time_series_decomp.ipynb ├── trading_strat_ex.ipynb ├── treynor_ratio.ipynb 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