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)
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rexim
/ checker.c
Last active
December 6, 2025 14:32
Source code from https://x.com/tsoding/status/1989446257882829223
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| // $ cc -o checker checker.c | |
| // $ ./checker | |
| // $ ffmpeg -i output-%02d.ppm -r 60 output.mp4 | |
| #include <stdio.h> | |
| int main() | |
| { | |
| char buf[256]; | |
| for (int i = 0; i < 60; ++i) { | |
| snprintf(buf, sizeof(buf), "output-%02d.ppm", i); |
databento-bot
/ scanner.py
Last active
November 2, 2025 17:33
Real-time scanner for detecting large price movements in all US stocks and ETFs
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| """ | |
| This script demonstrates how to build a real-time scanner that detects significant | |
| price movements across all US stocks and ETFs using Databento's market data APIs. | |
| Features: | |
| - Handles entire US equities universe of ~9,000 symbols efficiently | |
| - Median sub-ms feed delay to NY4/5 (WAN-shaped) and ~5s to start scanning | |
| - Monitors all US stocks and ETFs for price movements exceeding a configurable threshold | |
| - Compares current prices against previous day's closing prices | |
| - Displays alerts when significant moves are detected |
mdancho84
/ core-strategy-1-volatility-targeting.ipynb
Created
February 20, 2024 00:08
Core Strategy 1: Volatility Targeting
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MihailCosmin
/ cuda_11.8_installation_on_Ubuntu_22.04
Last active
November 8, 2025 08:46
— forked from primus852/cuda_11.7_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 |
yhilpisch
/ 00_risk_budgeting.md
Last active
April 6, 2025 15:54
Patitotective
/ custom_context_menu.py
Last active
June 26, 2024 10:27
Minimal example of how to use a custom context menu and add actions to it.
sayakpaul
/ rand_augment_tfrecords.py
Last active
April 30, 2023 07:03
Example of incorporating RandAugment in a tf.data pipeline for image classification.
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| from imgaug import augmenters as iaa | |
| import imgaug as ia | |
| ia.seed(4) | |
| import tensorflow as tf | |
| tf.random.set_seed(666) | |
| aug = iaa.RandAugment(n=2, m=9) | |
| BATCH_SIZE = 224 |
Lecture 1: Introduction to Research — [📝Lecture Notebooks] [
Lecture 2: Introduction to Python — [📝Lecture Notebooks] [
Lecture 3: Introduction to NumPy — [📝Lecture Notebooks] [
Lecture 4: Introduction to pandas — [📝Lecture Notebooks] [
Lecture 5: Plotting Data — [📝Lecture Notebooks] [[
boyboi86
/ create_synthetic_data.py
Last active
February 1, 2025 04:34
Generate Synthetic High-Frequency Data for Quantitative research
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| import numpy as np | |
| import pandas as pd | |
| import datetime as dt | |
| from sklearn.datasets import make_classification | |
| def create_price_data(start_price: float = 1000.00, mu: float = .0, var: float = 1.0, n_samples: int = 1000000): | |
| i = np.random.normal(mu, var, n_samples) | |
| df0 = pd.date_range(periods=n_samples, freq=pd.tseries.offsets.Minute(), end=dt.datetime.today()) |
highfestiva
/ binance-liquidation-calculator.py
Last active
July 24, 2025 19:58
CLI Binance liquidation calculation formula
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| #!/usr/bin/env python3 | |
| '''2021-03-26: Reverse-engineer by searching for the following terms in features*.js: | |
| - bracketMaintenanceMarginRate | |
| - cumFastMaintenanceAmount | |
| - bracketNotionalFloor | |
| - bracketNotionalCap''' | |
| # (max) position, maintenance margin, maintenance amount | |
| maint_lookup_table = [ |
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