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
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆154Updated 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
- Research Repo (Archive)☆72Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- A collection of scripts for modelling financial markets & options in R.☆52Updated last month
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months 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
- Quantamental finance research with python☆145Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆125Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆117Updated 2 years ago
- ☆58Updated last year
- Macrosynergy Quant Research☆118Updated this week
- ☆36Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆109Updated 3 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆105Updated 10 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆162Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- Time Series Prediction of Volume in LOB☆56Updated 11 months ago
- An event-driven backtester☆101Updated 5 years ago
- ☆113Updated 2 years ago
- Notebooks based on financial machine learning.☆49Updated 4 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- ☆42Updated 5 years ago
- Probability of Backtest Overfitting in Python☆121Updated last year