Commits · main · fin556_algo_market_micro_fall_2022 / fin556_algo_fall_2022_group_01 / group_01_project

31 Dec, 2022 1 commit
- Add git attribtues · 4f2b79a6
  tkimura4 authored Dec 31, 2022
  
  4f2b79a6
18 Dec, 2022 13 commits
- Update README.md · 6366f7ab
  tkimura4 authored Dec 18, 2022
  
  6366f7ab
- Update README.md · b2c9c7e5
  tkimura4 authored Dec 18, 2022
  
  b2c9c7e5
- Update FinalReport.md · 346a0244
  tkimura4 authored Dec 18, 2022
  
  346a0244
- Merge branch 'documentation' into 'main' · 1437185b
  tkimura4 authored Dec 18, 2022
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Documentation

See merge request !15
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  1437185b
- Finalize report · 6393abf6
  tkimura4 authored Dec 18, 2022
  
  6393abf6
- Added figures · 2c1bed1a
  tkimura4 authored Dec 18, 2022
  
  2c1bed1a
- Updated README and report · 3be537bf
  tkimura4 authored Dec 18, 2022
  
  3be537bf
- Merge branch 'kaiyuan8-main-patch-75482' into 'main' · ab1ad8a0
  tkimura4 authored Dec 18, 2022
```
Update docs/report.md

See merge request !14
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  ab1ad8a0
- Update docs/report.md · b0308c11
  kaiyuan8 authored Dec 18, 2022
  
  b0308c11
- Add new file · c98cb362
  tkimura4 authored Dec 18, 2022
  
  c98cb362
- Update README.md · 9dcbd0d3
  tkimura4 authored Dec 18, 2022
  
  9dcbd0d3
- Update docs/report.md, README.md · fa90680a
  tkimura4 authored Dec 18, 2022
  
  fa90680a
- Update docs/report.md, assets/project_flow.png · af763563
  tkimura4 authored Dec 18, 2022
  
  af763563
17 Dec, 2022 26 commits
- Merge branch 'documentation' into 'main' · dc261879
  tkimura4 authored Dec 17, 2022
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Update documentation to main

See merge request !13
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  dc261879
- resolve conflicts between doc and main. · 43068410
  ruipenghan authored Dec 17, 2022
  
  43068410
- Added structure for LSTM implementation. · 8457c384
  ruipeng2 authored Dec 17, 2022
  
  8457c384
- add reflections · c910d373
  yihongj2 authored Dec 18, 2022
  
  c910d373
- Update docs/report.md · b32e5c52
  tkimura4 authored Dec 17, 2022
  
  b32e5c52
- Update assets/strategy_stats.png, assets/lstm_vis.png, assets/kalman_vis.png,... · 26cd4b90
  tkimura4 authored Dec 17, 2022
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Update assets/strategy_stats.png, assets/lstm_vis.png, assets/kalman_vis.png, assets/strategies_comparison.png, docs/report.md
```
  26cd4b90
- Update analysis/intra.ipynb · dce7837e
  tkimura4 authored Dec 17, 2022
  
  dce7837e
- Update docs/report.md · 38ca688f
  tkimura4 authored Dec 17, 2022
  
  38ca688f
- Update assets/lstm_ss.png, assets/lstm_intraday.png, docs/report.md · 6e024db8
  tkimura4 authored Dec 17, 2022
  
  6e024db8
- Update docs/report.md · 6e78f557
  ruipeng2 authored Dec 17, 2022
  
  6e78f557
- Merge branch 'documentation' into 'main' · 296135cc
  tkimura4 authored Dec 17, 2022
```
Update README

See merge request !12
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  296135cc
- Update README · 68dfc854
  tkimura4 authored Dec 17, 2022
  
  68dfc854
- Delete empty · d819565e
  tkimura4 authored Dec 17, 2022
  
  d819565e
- Merge branch 'lstm_main' into 'main' · caf4fb28
  tkimura4 authored Dec 17, 2022
```
Lstm main

See merge request !11
```
  caf4fb28
- renamed rl to simple torch · 024e4d5a
  tkimura4 authored Dec 17, 2022
  
  024e4d5a
- Renamed RL module · f25c3148
  tkimura4 authored Dec 17, 2022
  
  f25c3148
- fix · ee7f0fca
  tkimura4 authored Dec 17, 2022
  
  ee7f0fca
- Restructured Torch strategy · 11dcae09
  tkimura4 authored Dec 17, 2022
  
  11dcae09
- Restructured lstm repo · d9aab0de
  tkimura4 authored Dec 17, 2022
  
  d9aab0de
- Merge branch 'main' of... · 9f068741
  tkimura4 authored Dec 17, 2022
```
Merge branch 'main' of gitlab.engr.illinois.edu:fin556_algo_market_micro_fall_2022/fin556_algo_fall_2022_group_01/group_01_project into lstm_strategy
```
  9f068741
- Merge branch 'main' into lstm_strategy · 2740fbb9
  tkimura4 authored Dec 17, 2022
  
  2740fbb9
- Merge branch 'kf_strat' into 'main' · bbbe159e
  tkimura4 authored Dec 17, 2022
```
Kf strat

See merge request !10
```
  bbbe159e
- Updated python requirements · ff797f18
  tkimura4 authored Dec 17, 2022
  
  ff797f18
- Added LSTM backbone notebook · 03a23dc3
  tkimura4 authored Dec 17, 2022
  
  03a23dc3
- Merge branch 'kf_strat' into 'main' · 341b5ba8
  tkimura4 authored Dec 17, 2022
```
Kf strat

See merge request !9
```
  341b5ba8
- Restructured files · 6c9af705
  tkimura4 authored Dec 17, 2022
  
  6c9af705