GoldinLocks / Quant-ResearchLinks
Quantitative finance research notebooks
☆22Updated 5 years ago
Alternatives and similar repositories for Quant-Research
Users that are interested in Quant-Research are comparing it to the libraries listed below
Sorting:
- Research Repo (Archive)☆75Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- ☆47Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆25Updated 7 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Different quantitative trading models research☆54Updated 11 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- ☆41Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- AI based alpha research for trading☆50Updated 3 years ago
- Python library for asset pricing☆121Updated last year
- Python Financial ENGineering (PyFENG package in PyPI.org)☆175Updated 2 months ago
- Dynamic portfolio optimization☆29Updated last year
- ☆65Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago