Contains all the Jupyter Notebooks used in our research
☆15Mar 18, 2020Updated 6 years ago
Alternatives and similar repositories for research
Users that are interested in research are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Apr 23, 2024Updated 2 years ago
- Presentation for QuantCon 2016☆11Apr 9, 2016Updated 10 years ago
- Package to build risk model for factor pricing model☆30Jul 26, 2024Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Apr 7, 2023Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Finance Technical Indicators optimized with Numba☆11Mar 15, 2018Updated 8 years ago
- public version of MLFINLAB from Hudson-Thames☆26Jan 6, 2022Updated 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…☆16Jul 20, 2021Updated 4 years ago
- AIFI bootcamp☆13Mar 2, 2022Updated 4 years ago
- Deep Q-Learning Auto Market Maker☆12Jun 12, 2021Updated 5 years ago
- Babmeo is an image & video sharing site with transparent recommendations. DFINITY’s distributed network will run the app and store user d…☆11Feb 19, 2021Updated 5 years ago
- my talk for credit suisse☆42Updated this week
- Underlying package for the 10-line cta☆15Updated this week
- This repository contains the codebase used in the research conducted for the paper titled "Benchmarking Cryptocurrency Forecasting Models…☆28Oct 24, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆17Aug 28, 2025Updated 9 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆101Mar 10, 2023Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆28May 29, 2020Updated 6 years ago
- ☆21Jul 11, 2023Updated 2 years ago
- Adjusting an implementaion of AlphaZero to trading.☆27Dec 8, 2018Updated 7 years ago
- Simple algorithm inspired on Renko charts applied to cryptocurrency trading☆50Jun 20, 2018Updated 7 years ago
- Hawkes Process Estimation☆52Apr 10, 2014Updated 12 years ago
- Tool to support backtests☆52Updated this week
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Pairs trading strategy example based on Catalyst☆49Dec 4, 2018Updated 7 years ago
- ☆20Jul 15, 2025Updated 10 months ago
- Open-source hub for cleaned, annotated, and well-documented financial datasets. Contributors can add new data, notebooks, and visualizati…☆20Sep 1, 2025Updated 9 months ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆28Jul 30, 2023Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆59Jan 15, 2024Updated 2 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Repositório dedicado à modelagem e cálculos em renda fixa☆11Dec 30, 2022Updated 3 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- ☆11Oct 24, 2021Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Oct 9, 2021Updated 4 years ago
- ☆16May 1, 2011Updated 15 years ago
- Subnet 44 on Bittensor – Validator and Miner base code☆26Dec 5, 2025Updated 6 months ago
- ☆17Sep 4, 2025Updated 9 months ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- ☆23Dec 20, 2019Updated 6 years ago
- Simulator for the UEFA Champions League group stage draw.☆18Aug 31, 2023Updated 2 years ago