KIC / pandas-ml-quantLinks
Master repository for the pandas-ml modules
☆164Updated 2 years ago
Alternatives and similar repositories for pandas-ml-quant
Users that are interested in pandas-ml-quant are comparing it to the libraries listed below
Sorting:
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- ☆215Updated 8 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- ☆73Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆153Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Technical Analysis Library Time-Series☆154Updated 4 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆82Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆96Updated 3 weeks ago
- Backtesting toolbox for trading strategies☆115Updated last year
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 4 months ago
- An open source library for portfolio optimisation☆365Updated last year