JackBrady / Financial-Machine-Learning
Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
☆123Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for Financial-Machine-Learning
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆112Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆153Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- A financial trading method using machine learning.☆58Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- CS7641 Team project☆87Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆44Updated 5 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆99Updated 5 years ago
- ☆207Updated 7 years ago
- ☆70Updated 2 years ago
- Code and data for my blogs☆92Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 7 months ago
- ☆57Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆200Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆122Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆123Updated 9 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆49Updated 2 years ago
- ☆36Updated 3 years ago
- Limit Order Book data analysis and modeling using LSTM network☆127Updated 5 years ago