With Python
Dr. Yves J. Hilpisch | The Python Quants & The AI Machine
Python for Quant Finance Meetup, London, 16. November 2022
(short link to this Gist: http://bit.ly/pqf_risk)
sharavsambuu sharavsambuu
🚀
sharavsambuu
/ raytracing.py
Created
November 29, 2024 10:52
— forked from sklam/raytracing.py
Numba optimized raytracing. From 23seconds to 9seconds.
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| from __future__ import print_function, division | |
| from timeit import default_timer as timer | |
| import numpy as np | |
| import matplotlib.pyplot as plt | |
| from numba import njit | |
| w = 400 | |
| h = 300 |
sharavsambuu
/ OpenDayRangeSP500
Created
May 12, 2024 15:27
— forked from 18182324/OpenDayRangeSP500
Opening Range Breakout OHLC [Python]
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| from pandas import * | |
| from datetime import * | |
| import pdb as pdb | |
| df = DataFrame.from_csv('aapl_1-2012_5min.csv') | |
| dayCount=0 | |
| rangeHigh = -1 | |
| rangeLow = 9999 | |
| openDayRangeDict = {} | |
| getRange = 1 |
sharavsambuu
/ core-strategy-1-volatility-targeting.ipynb
Created
April 17, 2024 07:19
— forked from mdancho84/core-strategy-1-volatility-targeting.ipynb
Core Strategy 1: Volatility Targeting
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sharavsambuu
/ 00_risk_budgeting.md
Created
March 25, 2024 06:56
— forked from yhilpisch/00_risk_budgeting.md
sharavsambuu
/ FrustumCull.h
Created
September 7, 2023 16:51
— forked from podgorskiy/FrustumCull.h
Ready to use frustum culling code. Depends only on GLM. The input is only bounding box and ProjectionView matrix. Based on Inigo Quilez's code.
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| #include <glm/matrix.hpp> | |
| class Frustum | |
| { | |
| public: | |
| Frustum() {} | |
| // m = ProjectionMatrix * ViewMatrix | |
| Frustum(glm::mat4 m); |
sharavsambuu
/ cuda_11.8_installation_on_Ubuntu_22.04
Created
August 29, 2023 08:05
— forked from MihailCosmin/cuda_11.8_installation_on_Ubuntu_22.04
Instructions for CUDA v11.8 and cuDNN 8.7 installation on Ubuntu 22.04 for PyTorch 2.0.0
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| #!/bin/bash | |
| ### steps #### | |
| # verify the system has a cuda-capable gpu | |
| # download and install the nvidia cuda toolkit and cudnn | |
| # setup environmental variables | |
| # verify the installation | |
| ### | |
| ### to verify your gpu is cuda enable check |
sharavsambuu
/ Efficient-Frontier-Curve.ipynb
Created
August 7, 2023 07:10
— forked from sharavsambuunev/Efficient-Frontier-Curve.ipynb
Efficient Frontier Curve Fit
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sharavsambuu
/ pair-trade.ipynb
Created
August 7, 2023 07:10
— forked from sharavsambuunev/pair-trade.ipynb
Pair Trade in Zipline
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sharavsambuu
/ walk_forward_streamlit_template.py
Last active
July 17, 2023 20:46
Streamlit template for Walk Forward stuffs.
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| import streamlit as st | |
| import pandas as pd | |
| import numpy as np | |
| import matplotlib.pyplot as plt | |
| from datetime import timedelta | |
| def generate_stock_equity(start_date, end_date): | |
| num_days = (end_date - start_date).days + 1 | |
| changes = np.random.randint(low=-150, high=150, size=num_days) |
sharavsambuu
/ hello_nsga3_pymoo.py
Last active
June 25, 2023 08:30
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| #%% | |
| import random | |
| import numpy as np | |
| from pymoo.core.problem import ElementwiseProblem | |
| from pymoo.algorithms.moo.nsga2 import NSGA2 | |
| from pymoo.algorithms.moo.nsga3 import NSGA3 | |
| from pymoo.optimize import minimize | |
| from pymoo.util.ref_dirs import get_reference_directions | |
| from pymoo.operators.sampling.rnd import FloatRandomSampling |
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