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1. Enhanced-Event-Driven-Backtester Enhanced-Event-Driven-Backtester Public

   In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featuring numerous improvements, in terms of coding structure, dat…

   Python 61 20

2. Factor-risk-model-with-principal-component-analysis Factor-risk-model-with-principal-component-analysis Public

   This repository shows the application of PCA technique for risk factor modelling of financial securities.

   Python 18 5

3. Univariate-time-series-analysis-of-cryptocurrency-data-with-ARIMA-and-SARIMA-and-hypergrid-search Univariate-time-series-analysis-of-cryptocurrency-data-with-ARIMA-and-SARIMA-and-hypergrid-search Public

   Two Jupyter Notebooks written in Python, treating of time series analysis with ARIMA and its seasonal counterpart.

   Jupyter Notebook 11 2

4. Forecasting-direction-of-trade-an-example-with-LSTM-neural-network Forecasting-direction-of-trade-an-example-with-LSTM-neural-network Public

   In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Network is used as an example of potential solution for such p…

   Python 19 6

5. Multi-species-mass-transport-library-for-OpenFOAM-2.3.X Multi-species-mass-transport-library-for-OpenFOAM-2.3.X Public

   An open-source library for the computational modeling of mass-transport phenomena for OpenFOAM-2.3.X

   C++ 17 11

6. Development-of-Navier-Stokes-code-by-projection-method Development-of-Navier-Stokes-code-by-projection-method Public

   This repository contains a Fortran implementation of a 2D flow using the projection method, with Finite Volume Method (FVM) approach. The code solves Navier Stokes equations in a 2D lid driven cavi…

   Fortran 22 11