KarelZe / tclfLinks
A scikit-learn compatible classifier to perform trade classification in Python.
☆19Updated last week
Alternatives and similar repositories for tclf
Users that are interested in tclf are comparing it to the libraries listed below
Sorting:
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 7 months ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Quant finance scripts☆16Updated 7 months ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆39Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆68Updated 5 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- Risk tools for commodities trading and finance☆36Updated 4 months ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆30Updated 5 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆15Updated last year
- ☆12Updated 2 years ago
- Repository attached to the paper with the same name.☆21Updated 4 years ago
- finance☆43Updated 8 years ago
- Python project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less fre…☆29Updated this week
- Hedge long only portfolio using structural entropy☆15Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago