Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
☆82Updated 2 years ago
Alternatives and similar repositories for lppls-ci_tactical_asset_allocation:
Users that are interested in lppls-ci_tactical_asset_allocation are comparing it to the libraries listed below
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆153Updated 2 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- ☆57Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Research Repo (Archive)☆71Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- Macrosynergy Quant Research☆118Updated this week
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆109Updated 2 weeks ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆31Updated 2 months ago
- Quantamental finance research with python☆145Updated 2 years ago
- ☆113Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- A collection of scripts for modelling financial markets & options in R.☆52Updated last month
- Data and R code related to my medium article "Custom Factor Models - Build your own in R with a few lines of codes"☆18Updated 3 years ago
- ☆36Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆62Updated 2 months ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Probability of Backtest Overfitting in Python☆121Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Notebooks based on financial machine learning.☆48Updated 4 years ago
- ☆112Updated last year
- Code and data for my blogs☆92Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- ☆78Updated last month