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1. HSE-Lab HSE-Lab Public

   Higher School of Economics. Retail Lab Project. Scripts to collect data on biggest grocery chains in Russia

   Jupyter Notebook 3 1

2. TinyImageClassification200_SoQ_ML2 TinyImageClassification200_SoQ_ML2 Public

   Tiny Image 200 Dataset Classification. Building classification model with Pytorch able to label images with accuracy higher than 0.44 and then using pretrained models to achieve accuracy of 0.84 on…

   Jupyter Notebook

3. SoQ_project_3 SoQ_project_3 Public

   School of Quants. Python project 3. Top-performers continuation of performance strategy. CVAR, Max Sharpe portfolio optimizaiton.

   Jupyter Notebook

4. exotic_options_project exotic_options_project Public

   Using US publicly traded companies engaged in BTC mining to create a portfolio calibrated to mimic BTC returns. We propose creating derivatives on top of this portfolio.

   Jupyter Notebook

5. pump-and-dump-prediction pump-and-dump-prediction Public

   Pumps and dump prediction. We are able to successfully predict P&D manipulations before they start allowing us to create a portfolio strategy showing stable returns on the backtest. We incorporated…

   Python 2

6. microstructure_ranker microstructure_ranker Public

   In this reposotory I am trying to use tick level data to predict cryptocurrency returns on different exchanges using low-mid frequency features

   Jupyter Notebook