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:
- 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 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Mod…☆40Updated 4 years ago
- Using Technical, Fundamental, and Sentimental Analysis with Machine Learning☆79Updated 6 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆31Updated 6 years ago
- ☆25Updated 7 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆23Updated 5 years ago
- Fama-French models, idiosyncratic volatility, event study☆34Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ☆89Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆69Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆52Updated 5 years ago