Leefinance / Quantitative-finance-papers-using-deep-learningLinks
☆155Updated 2 years ago
Alternatives and similar repositories for Quantitative-finance-papers-using-deep-learning
Users that are interested in Quantitative-finance-papers-using-deep-learning are comparing it to the libraries listed below
Sorting:
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- Deep Learning Statistical Arbitrage☆240Updated 3 years ago
- ☆204Updated 2 years ago
- Implementation of 5-factor Fama French Model☆132Updated 4 years ago
- World Quant 101 alphas的计算和策略化☆296Updated 8 years ago
- Supplemental Material for Algorithmic Trading and Quantitative Strategies☆295Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆138Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆373Updated 7 years ago
- ☆214Updated 8 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Barra-Multiple-factor-risk-model☆144Updated 8 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆236Updated 3 years ago
- Solutions to Active Portfolio Management (Second Edition) by Grinold and Kahn☆103Updated 4 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆123Updated 5 years ago
- We implement the paper: Deep Learning Volatility☆195Updated 5 years ago
- experiments with pair trading☆319Updated 9 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆257Updated 2 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆77Updated 3 years ago
- ☆73Updated 4 years ago
- ☆346Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆91Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆47Updated 3 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆73Updated 3 years ago
- Implemented some mathematical processings used in the Barra risk model☆30Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆191Updated last year