AI4Finance-Foundation / FinML
FinML: A Practical Machine Learning Framework for Dynamic Stock Selection
☆131Updated last year
Alternatives and similar repositories for FinML:
Users that are interested in FinML are comparing it to the libraries listed below
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆86Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆102Updated 3 years ago
- CS7641 Team project☆94Updated 4 years ago
- ☆58Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated 11 months ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- Code and data for my blogs☆92Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆116Updated 2 years ago
- ☆95Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆149Updated 7 months ago
- This project uses Deep Reinforcement Learning (DRL) to develop and evaluate stock trading strategies. By implementing agents like PPO, A2…☆72Updated 9 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- ☆211Updated 7 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆27Updated 6 months ago
- Notes on Advances in Financial Machine Learning☆78Updated 6 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆181Updated last year
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆49Updated 2 weeks ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- ☆71Updated 4 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Official Repository☆124Updated 3 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆130Updated 4 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Implementation of 5-factor Fama French Model☆123Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago