MiaaaFan / Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost
☆27Updated 2 years ago
Alternatives and similar repositories for Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost:
Users that are interested in Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost are comparing it to the libraries listed below
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- A financial trading method using machine learning.☆58Updated last year
- ☆35Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- ☆17Updated 8 years ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- This repo is for my articles published on Medium.com☆16Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- ☆15Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- ☆39Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆49Updated 5 years ago
- ☆57Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆24Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Deep Reinforcement Learning Framework for Factor Investing☆25Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- ☆36Updated 3 years ago
- ☆21Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆24Updated 6 years ago
- Testing trading signals of commodity futures☆16Updated 4 years ago
- AI based alpha research for trading☆46Updated 2 years ago