BlackArbsCEO / synthetic_time_seriesLinks
☆27Updated 6 years ago
Alternatives and similar repositories for synthetic_time_series
Users that are interested in synthetic_time_series are comparing it to the libraries listed below
Sorting:
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆36Updated 8 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆32Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- ☆73Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆196Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆41Updated 5 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- finance☆43Updated 8 years ago
- ☆36Updated 7 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆45Updated 8 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Regime-Switching Model☆20Updated 8 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- ☆12Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago