MislavSag / trademlLinks
The goal of the project is to build algorithmic trading system.
☆27Updated 4 years ago
Alternatives and similar repositories for trademl
Users that are interested in trademl are comparing it to the libraries listed below
Sorting:
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- ☆12Updated last year
- ☆35Updated 7 years ago
- ☆27Updated 6 years ago
- Package to build risk model for factor pricing model☆28Updated 11 months ago
- ☆50Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆3Updated 5 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 years ago
- Volatility trading☆22Updated 8 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- ☆22Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- ☆24Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Fractal Adaptive Moving Average☆25Updated 4 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆10Updated 4 years ago