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José Carlos Gonzáles Tanakahttps://www.linkedin.com/in/jose-carlos-gonzales-tanaka/
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TGAN synthetic data for tradinghttps://github.com/quantra-go-algo/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/tgan-for-trading
The Risk-Constrained Kelly Criterionhttps://github.com/quantra-go-algo/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/risk-constrained-kelly-criterion
A novel drift detection algorithm for machine learning in tradinghttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/autoregressive_drift_detection_method
The Boruta-Shap Algorithm: A CPU-and-GPU versionhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/boruta-shap-algorithm-using-cpu-and-gpu
Directional Change in Trading: Indicators, Python Coding, and HMM Strategieshttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/directional-change-for-trading
Faster Downloads using Python Multithreadinghttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/faster_downloads_python_multithreading
Ito's Lemma Applied to Stock Tradinghttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/ito_lemma_applied_to_stock_trading
Trading using GPU-based RAPIDS Libraries from Nvidiahttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/rapids-libraries-from-nvidia-for-trading
A time-varying-parameter vector autoregression model with stochastic volatilityhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/time-varying-parameter-vector-autoregression-model-with-stochastic-volatility
The Triple Barrier Method: A Python GPU-based computationhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/triple-barrier-method
Five Indicators To Build Trend-Following Strategieshttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/build-trend-following-strategies
Modelling Asymmetric Volatility with the GJR-GARCH Frameworkhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/asymmetric-volatility-with-the-gjr-garch
Forecasting Stock Prices Using ARIMA Modelhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/stock-prices-using-arima-model
Portfolio Optimization Using Monte Carlo Simulationhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/portfolio-optimization-using-monte-carlo-simulation
Building a Trading Strategy using Bias-Variance Decompositionhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/trading-strategy-using-bias-variance-decomposition
Beginner's Guide to Machine Learning Classification in Pythonhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/machine-learning-classification-in-python
RSI Indicator: Calculation, Python Implementation and Trading Strategyhttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/rsi-Indicator
Building Blocks of Bias-Variance Tradeoff for Trading the Financial Marketshttps://github.com/QuantInsti/Algorithmic-Trading-Code-Examples/tree/main/blog_articles/Basics-of-Bias-Variance-Tradeoff
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