BlackArbsCEO / mixture_model_trading_publicLinks
☆194Updated 5 years ago
Alternatives and similar repositories for mixture_model_trading_public
Users that are interested in mixture_model_trading_public are comparing it to the libraries listed below
Sorting:
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- ☆45Updated 7 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆126Updated 4 years ago
- ☆114Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- Listed Volatility and Variance Derivatives (Wiley Finance)☆147Updated 3 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- ☆212Updated 7 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- ☆73Updated 3 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 4 years ago
- Quantitative finance research tools in Python☆427Updated 2 years ago
- ☆44Updated last year
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆225Updated 4 years ago
- Basic options pricing in Python☆312Updated 10 years 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
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- ☆126Updated 6 years ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Fast and scalable construction of risk parity portfolios☆303Updated last year