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
- ☆35Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- ☆12Updated last year
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- ☆73Updated 3 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
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- finance☆43Updated 8 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- ☆36Updated 7 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- ☆194Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆20Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆25Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago