Jackal08 / financial-data-structuresLinks
Depricated repo. Please refer to mlfinlab
☆113Updated 5 years ago
Alternatives and similar repositories for financial-data-structures
Users that are interested in financial-data-structures are comparing it to the libraries listed below
Sorting:
- ☆195Updated 5 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆266Updated 6 years ago
- ☆45Updated 8 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆111Updated 5 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Reinforcement Learning for Automated Trading☆90Updated 8 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆224Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆219Updated 6 years ago
- A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…☆241Updated last year
- Master Thesis: Limit order placement with Reinforcement Learning☆180Updated 7 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- MarketData☆119Updated last year
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆134Updated 5 years ago
- Scikit-learn style cross-validation classes for time series data☆283Updated 3 years ago
- Source code for my personal blog☆195Updated 2 months ago
- ☆117Updated last year
- A collection of code snippets that can be constructed into larger trading algorithms.☆109Updated 8 years ago
- An open source library for portfolio optimisation☆365Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago