Jackal08 / Adv_Fin_ML_Exercises
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
☆15Updated 6 years ago
Related projects ⓘ
Alternatives and complementary repositories for Adv_Fin_ML_Exercises
- Development space for PhD in Finance☆33Updated 4 years ago
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Updated 5 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆35Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆35Updated 6 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆21Updated 4 years ago
- Demo for the application of RL to non-stationary effects☆44Updated 4 years ago
- ☆23Updated 3 years ago
- Simple portfolio analysis and management.☆27Updated 3 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆42Updated 5 years ago
- ☆34Updated 6 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆29Updated 6 years ago
- Algorithmic multi-greek hedges using Python☆18Updated 3 years ago
- ☆27Updated 5 years ago
- ☆70Updated 2 years ago
- Financial Machine Learning and Algorithmic Trading with Python☆43Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆10Updated last year
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- Contains the code for my financial machine learning articles☆51Updated 4 years ago
- ☆24Updated 6 years ago
- ☆22Updated 6 years ago
- Machine Learning for Financial Market Prediction☆57Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago