FoamoftheSea / mod5projectLinks
Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Module 5 Project.
☆39Updated 4 years ago
Alternatives and similar repositories for mod5project
Users that are interested in mod5project are comparing it to the libraries listed below
Sorting:
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- ☆25Updated 7 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Implementation of 5-factor Fama French Model☆131Updated 4 years ago
- ☆65Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 6 months ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 years ago
- Design your own Trading Strategy☆39Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆42Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 6 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Resources for Quantitative Finance☆17Updated 2 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- ☆40Updated 4 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆66Updated 5 years ago
- ☆22Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Portfolio optimization using Genetic algorithm.☆60Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- ☆41Updated 4 years ago