AI4Finance-Foundation / FinMLLinks
FinML: A Practical Machine Learning Framework for Dynamic Stock Selection
☆142Updated last year
Alternatives and similar repositories for FinML
Users that are interested in FinML are comparing it to the libraries listed below
Sorting:
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆184Updated last year
- Practical Deep Reinforcement Learning Approach for Stock Trading. NeurIPS 2018 AI in Finance.☆90Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆67Updated 10 months ago
- An RL model that uses double deep Q learning to generate an optimal policy of stock market trades☆104Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- CS7641 Team project☆95Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- ☆199Updated this week
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆151Updated 10 months ago
- ☆212Updated 7 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Every day, millions of traders around the world are trying to make money by trading stocks. These days, physical traders are also being r…☆278Updated 3 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆82Updated 2 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆62Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated 2 weeks ago
- Code and data for my blogs☆92Updated 4 years ago
- ☆63Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆144Updated 10 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- experiments with pair trading☆304Updated 6 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
- Experimental code supporting the results presented in the scientific research paper entitled "An Application of Deep Reinforcement Learni…☆202Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Resources☆197Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year