BryceMeng / mlfinlab_research_bryceLinks
☆22Updated 5 years ago
Alternatives and similar repositories for mlfinlab_research_bryce
Users that are interested in mlfinlab_research_bryce are comparing it to the libraries listed below
Sorting:
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆4Updated 3 weeks ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- tools for alpha research☆23Updated 7 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- High Frequency Jump Prediction Project☆37Updated 5 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 7 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 7 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆51Updated 4 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Updated 2 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆16Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆19Updated 5 years ago
- Channel break out strategy for High Frequency Trading.☆14Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆71Updated 9 years ago