Eric-Kim-HY / machine-learning-for-asset-managersLinks
Machine Learning for Asset Managers
☆17Updated 5 years ago
Alternatives and similar repositories for machine-learning-for-asset-managers
Users that are interested in machine-learning-for-asset-managers are comparing it to the libraries listed below
Sorting:
- Implementation of AFML Book☆21Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Pairs Trading in Python☆24Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆47Updated 2 years ago
- Regime-Switching Model☆20Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- quantitative asset allocation strategy☆34Updated 10 months ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆36Updated 5 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆51Updated 5 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 9 years ago
- detecting regime of financial market☆41Updated 3 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- ☆11Updated 5 years ago