AI-Stuff / hudson-and-thames-researchLinks
Research Repo (Archive)
☆73Updated 4 years ago
Alternatives and similar repositories for hudson-and-thames-research
Users that are interested in hudson-and-thames-research are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆40Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Time Series Prediction of Volume in LOB☆56Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Probability of Backtest Overfitting in Python☆125Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆115Updated last year
- ☆44Updated 5 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- ☆40Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆64Updated 10 months ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆59Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- ☆113Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆166Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆87Updated 4 years ago
- ☆49Updated 4 years ago
- ☆38Updated 3 years ago