std dev of log prices
☆10Sep 7, 2023Updated 3 years ago
Alternatives and similar repositories for std_dev_levels
Users that are interested in std_dev_levels are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 6 years ago
- Cross-provider market data validation for OHLCV prices, adjusted returns, discrepancies, and consensus datasets.☆16Sep 28, 2026Updated last month
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 3 years ago
- ☆25Dec 7, 2022Updated 3 years ago
- calculates standard deviation from OHLCV data☆14Sep 13, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Contains code and explanation doc for the JP Morgan Quant Challenge, 2018☆11Sep 30, 2018Updated 8 years ago
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 9 years ago
- Quantitative finance research tools in Python☆13Mar 8, 2019Updated 7 years ago
- ☆16Feb 25, 2020Updated 6 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆25Mar 7, 2024Updated 2 years ago
- Various Scripts w/Discord Embeds for my Homelab☆13Dec 16, 2023Updated 2 years ago
- A backtesting web app for walk-forward optimization with common indicator strategies.☆10Oct 10, 2026Updated 2 weeks ago
- ☆74Dec 16, 2024Updated last year
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆15Apr 30, 2015Updated 11 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- This repository contains code to download historical data for more than 2000 days and intraday data for more than 100 days. Download the …☆12Aug 20, 2023Updated 3 years ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- Volatility Forecasting: A Horse Race Across GARCH, HAR, and Tree-Based Models. Reproducible code, data, and results.☆12May 4, 2026Updated 5 months ago
- A system which uses AI / Machine Learning algorithms and recommends the appropriate options to buy/sell, so that trader can maximise his …☆14Dec 10, 2022Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆44Dec 23, 2023Updated 2 years ago
- Python substitute and transposition ciphers including Vigenère Cipher, Rail Fence Cipher, Caesar Cipher☆12Jul 16, 2021Updated 5 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…☆14Apr 21, 2015Updated 11 years ago
- ☆26Sep 29, 2026Updated last month
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆11May 12, 2015Updated 11 years ago
- Time Series Forecasting with Temporal Fusion Transformer in Pytorch☆12Dec 8, 2021Updated 4 years ago
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- This repo is dedicated to an indicator developed for Tradingview that pulls Dealer, Darkpool, and standard S/R levels from Tradytics and …☆16Oct 13, 2022Updated 4 years ago
- Kite connect websocket implementation in asyncio, to get away with twisted dependency.☆13May 20, 2023Updated 3 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Mar 20, 2026Updated 7 months ago
- predicting US Federal interest rate changes using the text of Fed press releases☆14Jul 1, 2023Updated 3 years ago
- Examples inspired by book Python For Finance☆12Jan 20, 2021Updated 5 years ago
- A mean-reversion indicator for TradingView (Pine Script v6). It plots a volatility-adaptive Kalman mean with three empirical percentile b…☆15Oct 12, 2026Updated 2 weeks ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆27Oct 1, 2026Updated 3 weeks ago
- This files contains all the necessary function required to run the Kite Ticker API to Stream and Fetch Option Data☆13Feb 11, 2025Updated last year
- 👨🏽🍳👩🍳 A open-source cookbook with recipes for handling everyday issues when building robust, modular react-native components☆19Nov 13, 2017Updated 8 years ago
- Get historical dates of earnings announcements from Yahoo Finance☆13Jan 19, 2026Updated 9 months ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆14Apr 28, 2018Updated 8 years ago
- ☆24Sep 29, 2026Updated last month
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 7 years ago