Leefinance / Quantitative-finance-papers-using-deep-learningLinks
☆149Updated 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:
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆362Updated 6 years ago
- Deep Learning Statistical Arbitrage☆232Updated 2 years ago
- World Quant 101 alphas的计算和策略化☆273Updated 8 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆158Updated 4 years ago
- experiments with pair trading☆297Updated 5 months ago
- ☆200Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆86Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆526Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- Barra-Multiple-factor-risk-model☆139Updated 8 years ago
- ☆300Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆545Updated 4 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆247Updated 2 years ago
- CS7641 Team project☆95Updated 4 years ago
- We implement the paper: Deep Learning Volatility☆188Updated 5 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.☆162Updated last year
- Fintech literature, including journal, conference, book and useful links☆92Updated 2 years ago
- Implemented some mathematical processings used in the Barra risk model☆28Updated 2 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆62Updated 4 years ago
- Quantitative finance research tools in Python☆424Updated 2 years ago
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆129Updated 3 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆71Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆218Updated 3 years ago
- Implementation of 5-factor Fama French Model☆125Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆191Updated 6 months ago
- Code and data for my blogs☆92Updated 4 years ago