KhaledSharif / quantopian-ensemble-methods
Assisting repository for the published paper investigating ensemble methods in algorithmic trading.
☆44Updated 7 years ago
Alternatives and similar repositories for quantopian-ensemble-methods
Users that are interested in quantopian-ensemble-methods are comparing it to the libraries listed below
Sorting:
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆59Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- archiving old code☆26Updated 7 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- finance☆43Updated 7 years ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Machine learning end-to-end research and trade execution☆95Updated 4 years ago
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- ☆47Updated 10 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- Deep Trading using Convolutional Neural Network☆28Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆35Updated 7 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 years ago
- ☆22Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆73Updated 3 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- Awesome machine learning for trading☆52Updated 7 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆67Updated 9 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago