JackBrady / Financial-Machine-Learning
Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
☆122Updated 5 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
- Notes on Advances in Financial Machine Learning☆75Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆154Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆204Updated 3 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆127Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- CS7641 Team project☆93Updated 4 years ago
- A financial trading method using machine learning.☆59Updated last year
- Notebooks based on financial machine learning.☆45Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 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
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- 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
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆50Updated 2 years ago
- Code and data for my blogs☆92Updated 3 years ago
- ☆191Updated last year
- ☆208Updated 7 years ago
- ☆39Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- Limit Order Book data analysis and modeling using LSTM network☆132Updated 5 years ago
- ☆71Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆112Updated 2 years ago