LCfP / Agent-Based-Stock-Market-ModelLinks
This repository contains the agent-based stock market model
☆25Updated 7 years ago
Alternatives and similar repositories for Agent-Based-Stock-Market-Model
Users that are interested in Agent-Based-Stock-Market-Model are comparing it to the libraries listed below
Sorting:
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- finance☆43Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Event-driven Algorithmic Trading For Python☆25Updated 6 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 5 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 7 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
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- oTree app for financial market experiments with high frequency trading☆28Updated 2 years ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆26Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 4 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆27Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- ☆22Updated 7 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- alpha-RNN☆30Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆36Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago