FutureSharks / ml-financeLinks
💰 A collection of finance related machine learning examples
☆98Updated 5 years ago
Alternatives and similar repositories for ml-finance
Users that are interested in ml-finance are comparing it to the libraries listed below
Sorting:
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆273Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆216Updated 8 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- Backtesting toolbox for trading strategies☆114Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆103Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- This tool should help discover different patterns based on similarity measures in historical (financial) data☆251Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆221Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆77Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Quantitative finance research notebooks☆24Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆124Updated 4 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Deep Reinforcement Learning For Trading☆108Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago