Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.
☆26Aug 6, 2021Updated 5 years ago
Alternatives and similar repositories for market-style-rotation-analysis
Users that are interested in market-style-rotation-analysis are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- ☆13May 27, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Package to build risk model for factor pricing model☆32Jul 26, 2024Updated 2 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆36Oct 13, 2022Updated 4 years ago
- A unified framework for financial forecasting, integrating high-quality datasets and standardized evaluation tools. Supports easy compari…☆15Sep 17, 2025Updated last year
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- ☆10Oct 3, 2023Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆43Aug 19, 2020Updated 6 years ago
- A collection of homeworks of market microstructure models.☆303Sep 26, 2026Updated last month
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆17Nov 2, 2024Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆16Mar 23, 2019Updated 7 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Jan 28, 2024Updated 2 years ago
- ☆28Aug 26, 2024Updated 2 years ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆23Jul 6, 2021Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆76May 23, 2020Updated 6 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Aug 13, 2023Updated 3 years ago
- Baruch MFE 2019 Spring☆48May 29, 2020Updated 6 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆11Aug 2, 2021Updated 5 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆26Aug 18, 2024Updated 2 years ago
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆33Nov 10, 2025Updated 11 months ago
- ☆141Jul 10, 2023Updated 3 years ago
- Time-series functionality based on nanotime and data.table☆15Aug 10, 2026Updated 2 months ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 10 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆33Dec 20, 2022Updated 3 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more. (…☆66Oct 19, 2026Updated last week
- Typed, annotated vectors for well-documented datasets☆12Apr 15, 2026Updated 6 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆12Sep 11, 2023Updated 3 years ago
- Out of memory data manipulation☆14Aug 3, 2026Updated 2 months ago
- Compare realized volatility estimators for intraday data☆12Apr 8, 2026Updated 6 months ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 8 years ago
- Feature engineering, labeling, alternative bars, and leakage-safe datasets for financial ML.☆28Updated this week
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Example of using Vector Search algorithms for non-traditional workloads, like GIS, stock prices, and sets☆16May 10, 2023Updated 3 years ago