Harkishan-99 / ATQF-Workshop-2022-
A 5-day workshop starting from April 25 2022 and covers topics from the basics of finance to coding a trading strategy in python. The goal of this workshop is to give the students hands-on experience in developing a trading strategy and deploying it live along with an introduction to quantitative research. We expect that after this workshop stud…
☆17Updated 2 years ago
Alternatives and similar repositories for ATQF-Workshop-2022-:
Users that are interested in ATQF-Workshop-2022- are comparing it to the libraries listed below
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆37Updated 11 months ago
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- ☆45Updated last year
- ☆41Updated 2 years ago
- Quant Research☆68Updated 2 weeks ago
- Codes for the concepts related to quantitative finance☆44Updated this week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆33Updated last year
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆26Updated last year
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆49Updated last year
- ☆21Updated 3 years ago
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆27Updated 4 years ago
- ☆34Updated 4 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆24Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Dispersion Trading using Options☆32Updated 7 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆12Updated 3 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆32Updated 7 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆57Updated 4 years ago
- ☆35Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- generic project files☆38Updated 8 years ago
- ☆23Updated 2 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- Algo Trading Research & Documentation☆16Updated 8 months ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago