FutureSharks / ml-finance
💰 A collection of finance related machine learning examples
☆99Updated 4 years ago
Alternatives and similar repositories for ml-finance:
Users that are interested in ml-finance are comparing it to the libraries listed below
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- Master repository for the pandas-ml modules☆161Updated last year
- trend / momentum and other patterns in financial timeseries☆251Updated 3 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆68Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆157Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- ☆209Updated 7 years ago
- ☆282Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆161Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆126Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- ☆70Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆259Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Python library for asset pricing☆111Updated 11 months ago
- Backtesting toolbox for trading strategies☆112Updated last year
- Website dedicated to a book on machine learning for factor investing☆219Updated last year
- Quantamental finance research with python☆145Updated 2 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆100Updated 2 years ago
- experiments with pair trading☆281Updated 2 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆238Updated last year
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Machine learning end-to-end research and trade execution☆94Updated 4 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆179Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆146Updated 6 months ago
- ☆142Updated last year