JFD3D / developLinks
generic project files
☆39Updated 9 years ago
Alternatives and similar repositories for develop
Users that are interested in develop are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆25Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 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
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- ☆43Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- ☆215Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- ☆38Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 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
- AI based alpha research for trading☆50Updated 3 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- CS7641 Team project☆97Updated 5 years ago