ARahimiQuant / pyfedwatchLinks
Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.
☆27Updated last year
Alternatives and similar repositories for pyfedwatch
Users that are interested in pyfedwatch are comparing it to the libraries listed below
Sorting:
- ☆42Updated 2 years ago
- ☆21Updated last week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆116Updated 4 months ago
- Portfolio optimization with cvxopt☆40Updated 5 months ago
- ☆40Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Python library for asset pricing☆116Updated last year
- Backtest result archive for Momentum Trading Strategies☆60Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆37Updated 4 months ago
- detecting regime of financial market☆38Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆68Updated this week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆79Updated 6 months ago
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated last month
- Implements different approaches to tactical and strategic asset allocation☆37Updated 6 months ago
- Financial AI with Python☆84Updated 3 months ago
- CS7641 Team project☆96Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆42Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 9 months ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆51Updated last week
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Financial Portfolio Optimization Algorithms☆57Updated last year