databento-bot / scanner.py

Last active September 29, 2025 12:37

Real-time scanner for detecting large price movements in all US stocks and ETFs

	"""
	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 September 23, 2025 03:25 — 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

	#!/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

Risk Parity & Budgeting

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)

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.

	import sys

	from PyQt5.QtWidgets import QApplication, QMainWindow, QTextEdit, QMenu, QAction
	from PyQt5.QtGui import QCursor
	from PyQt5.QtCore import Qt

	class MainWindow(QMainWindow):
	def __init__(self):
	super().__init__()
	self.text_edit = QTextEdit()

sayakpaul / rand_augment_tfrecords.py

Last active April 30, 2023 07:03

Example of incorporating RandAugment in a tf.data pipeline for image classification.

	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

ih2502mk / list.md

Last active October 15, 2025 20:51

Quantopian Lectures Saved

Lecture 1: Introduction to Research — [📝Lecture Notebooks] [▶️Video]
Lecture 2: Introduction to Python — [📝Lecture Notebooks] [▶️Video]
Lecture 3: Introduction to NumPy — [📝Lecture Notebooks] [▶️Video]
Lecture 4: Introduction to pandas — [📝Lecture Notebooks] [▶️Video]
Lecture 5: Plotting Data — [📝Lecture Notebooks] [[▶️Vide

boyboi86 / create_synthetic_data.py

Last active February 1, 2025 04:34

Generate Synthetic High-Frequency Data for Quantitative research

	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

	#!/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 = [

videotizer / apod-playlist.html

Created November 29, 2019 06:03

Embeded APOD YouTube playlist with auto shuffle and auto loop in a responsive full size HTML page

	<!DOCTYPE html>

	<html>

	<head>
	<meta charset="UTF-8">
	<meta name="viewport" content="width=device-width,initial-scale=1">

	<title>Astronomy Picture of the Day - Read Aloud by Artifical Intelligence - Created by Videotizer</title>

sharavsambuu sharavsambuu