KarelZe / tclf
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
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 6 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- ☆12Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆30Updated last year
- Basic Limit Order Book functions☆21Updated 6 years ago
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Updated 2 years ago
- Hawkes with Latency☆20Updated 4 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
- ☆15Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆18Updated last week
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- detecting regime of financial market☆36Updated 2 years ago
- ☆36Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Underlying package for the 10-line cta☆12Updated this week
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆34Updated 2 months ago
- Hedge long only portfolio using structural entropy☆15Updated 2 years ago
- Quant finance scripts☆15Updated 4 years ago