JFD3D / develop
generic project files
☆38Updated 8 years ago
Alternatives and similar repositories for develop:
Users that are interested in develop are comparing it to the libraries listed below
- ☆24Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 10 months ago
- A financial trading method using machine learning.☆60Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- ☆36Updated 2 years ago
- ☆17Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- Portfolio optimization with cvxopt☆36Updated last month
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆40Updated 2 years ago
- ☆58Updated last year
- ☆35Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Research Repo (Archive)☆72Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 3 weeks ago
- AI based alpha research for trading☆46Updated 2 years ago
- ☆35Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- ☆36Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- ☆21Updated 5 years ago
- A research/testing tool for stock trading strategies☆33Updated 7 years ago