Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
☆126Nov 20, 2019Updated 6 years ago
Alternatives and similar repositories for Financial-Machine-Learning
Users that are interested in Financial-Machine-Learning are comparing it to the libraries listed below
Sorting:
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,891Dec 8, 2022Updated 3 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆805Sep 5, 2024Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆615Feb 11, 2026Updated last month
- Mostly experiments based on "Advances in financial machine learning" book☆566Nov 29, 2020Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 6 years ago
- Advances in Financial Machine Learning☆800Jan 11, 2023Updated 3 years ago
- ☆376May 22, 2023Updated 2 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12May 18, 2019Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆99Mar 10, 2023Updated 3 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆27May 29, 2020Updated 5 years ago
- ☆40Aug 1, 2021Updated 4 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆224Jun 11, 2021Updated 4 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆23Jan 7, 2020Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Feb 2, 2019Updated 7 years ago
- This repository will follow the book "Advances in Financial Machine Learning" by marcos lopez de prado.☆10Feb 28, 2019Updated 7 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Research Repo (Archive)☆76Oct 6, 2020Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆90Sep 8, 2022Updated 3 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆25Apr 29, 2020Updated 5 years ago
- ☆34Aug 3, 2022Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Oct 2, 2020Updated 5 years ago
- Adjusting an implementaion of AlphaZero to trading.☆28Dec 8, 2018Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆174Sep 18, 2019Updated 6 years ago
- ☆26Mar 8, 2019Updated 7 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Group project for the WorldQuant University module, risk management.☆13Feb 3, 2019Updated 7 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- public version of MLFINLAB from Hudson-Thames☆26Jan 6, 2022Updated 4 years ago
- awesome-financial-networks☆39Jul 15, 2019Updated 6 years ago
- Depricated repo. Please refer to mlfinlab☆113Feb 21, 2020Updated 6 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,591Oct 2, 2023Updated 2 years ago
- My work on UCSD CSE 250B Principles of Artificial Intelligence: Learning Algorithms☆13Jul 24, 2019Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Mar 27, 2023Updated 2 years ago