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
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- ☆215Updated 8 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆271Updated 5 years ago
- Backtesting toolbox for trading strategies☆115Updated last year
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 5 years ago
- ☆355Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 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
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆89Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆128Updated 5 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- Python library for asset pricing☆121Updated last year
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- ☆77Updated 4 years ago
- ☆146Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆77Updated 4 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 5 months ago