PeterSchuld / EDHEC_Investment-Management-with-Python-and-Machine-Learning-Links
Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)
☆41Updated 2 years ago
Alternatives and similar repositories for EDHEC_Investment-Management-with-Python-and-Machine-Learning-
Users that are interested in EDHEC_Investment-Management-with-Python-and-Machine-Learning- are comparing it to the libraries listed below
Sorting:
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆55Updated 2 months ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆67Updated this week
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆80Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆152Updated 10 months ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆105Updated 3 years ago
- Algo Trading Research & Documentation☆20Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆44Updated 3 months ago
- ☆42Updated 2 years ago
- Real time scrapping of stock data in order to get the most recent available information. Cleaning, structuring and parsing of relevant da…☆95Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆142Updated last year
- Deep Q-Learning Applied to Algorithmic Trading☆28Updated last month
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆37Updated 4 months ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆41Updated 2 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆62Updated 4 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆20Updated 3 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Economic indicators using Python and APIs☆14Updated 2 years ago
- Robo-Advisor with Python, published by Packt Publishing☆56Updated 2 years ago