Eric-Kim-HY / machine-learning-for-asset-managers
Machine Learning for Asset Managers
☆18Updated 4 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
- Implementation of AFML Book☆21Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Pairs Trading in Python☆22Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆29Updated last year
- detecting regime of financial market☆35Updated 2 years ago
- A financial trading method using machine learning.☆60Updated last year
- ☆17Updated 8 years ago
- ☆18Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆60Updated last year
- ☆24Updated 6 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- ☆19Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- ☆21Updated 5 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- ☆19Updated 4 years ago
- Construction of local volatility surface by using SABR☆28Updated 7 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆30Updated last year
- Vpin caculation and backtesting☆14Updated 5 years ago