Become a sponsor to Jakob Aungiers
My open source work builds on creating frameworks, tutorials and knowledge in the area of applied machine learning in investment finance. My past backgrounds in buy-side asset management followed by high-frequency trading funds has allowed me to contribute to some of the world-leading research in the field, and through this research I am able to offer up my knowledge in the field.
Featured work
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jaungiers/LSTM-Neural-Network-for-Time-Series-Prediction
LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data
Python 4,867 -
jaungiers/Random-Portfolio-vs-Benchmark-Strategy
Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
Python 21 -
jaungiers/Yahoo-Finance-Stocklist-Scraper
Converts the full Yahoo Finance stocks list into a .csv file with ticker symbol, company name, exchange and country mapped.
Python 18 -
jaungiers/TensorFlow-Intro
Introduction to TensorFlow. Basic operators, linear and logistic regression and Tensorboard
Python 21 -
jaungiers/R-Datastream
Simple framework library for communicating between Thompson Reuters Datastream service API and R
R 3 -
jaungiers/Code-Line-Counter
Python script for iterating directory and outputting total line counts for all file types
Python 3