ArnaudBu / stock-returns-predictionLinks
☆11Updated 4 years ago
Alternatives and similar repositories for stock-returns-prediction
Users that are interested in stock-returns-prediction are comparing it to the libraries listed below
Sorting:
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 6 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆63Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- This repository have pyhton codes used in book - 'Python for Trading on Technical - A step towards systematic trading' by Authour Anjana …☆48Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated last month
- Implements different approaches to tactical and strategic asset allocation☆37Updated 6 months ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Design your own Trading Strategy☆38Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Fama-French models, idiosyncratic volatility, event study☆32Updated 3 years ago
- ☆41Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆129Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- ☆25Updated 6 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆49Updated last year
- ☆41Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- ☆31Updated 2 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago