KurochkinAlexey / SpatioTemporalMomentum
☆20Updated 11 months ago
Alternatives and similar repositories for SpatioTemporalMomentum:
Users that are interested in SpatioTemporalMomentum are comparing it to the libraries listed below
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- ☆39Updated 3 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆28Updated last year
- Multi Task Learning Time Series Momentum☆17Updated 8 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated 11 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆71Updated 10 months ago
- A financial trading method using machine learning.☆59Updated last year
- Implements different approaches to tactical and strategic asset allocation☆29Updated 3 weeks ago
- Package to build risk model for factor pricing model☆24Updated 5 months ago
- Code to support my Master's thesis☆18Updated last year
- 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
- ☆34Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- ☆17Updated 8 years ago
- ☆23Updated this week
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- ☆10Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆49Updated this week
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 8 months ago
- Portfolio optimization with cvxopt☆24Updated this week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- ☆17Updated 4 years ago
- ☆45Updated 3 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆27Updated 9 months ago
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- ☆27Updated 2 years ago
- detecting regime of financial market☆33Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆54Updated 10 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago