HananyTolba / makepredictionLinks
☆13Updated 2 years ago
Alternatives and similar repositories for makeprediction
Users that are interested in makeprediction are comparing it to the libraries listed below
Sorting:
- ☆26Updated last year
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- ☆12Updated 2 years ago
- Vectorized quantile backtesting library☆15Updated 2 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Option Strategy for Futures☆15Updated 5 years ago
- ☆29Updated 3 months ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 7 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated 2 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆25Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- ☆21Updated 2 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12Updated 5 years ago
- ☆19Updated 5 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Hedge long only portfolio using structural entropy☆15Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆39Updated 2 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆57Updated last week