PanPip / researchLinks
Contains all the Jupyter Notebooks used in our research
☆15Updated 5 years ago
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- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
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- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
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- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
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- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Dynamic portfolio optimization☆28Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- ☆52Updated 4 years ago
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- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
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- public version of MLFINLAB from Hudson-Thames☆25Updated 3 years ago
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- Collection of Models related to market making☆17Updated 4 years ago
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- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆15Updated last year
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- ☆45Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago