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)
☆42Updated 3 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:
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆103Updated 3 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆70Updated 8 months ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Updated last week
- ☆65Updated 2 years ago
- Algorithmic Short Selling with Python, Published by Packt☆92Updated 2 weeks ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆77Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆87Updated 3 years ago
- ☆47Updated 2 years ago
- ☆89Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆168Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆64Updated 8 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆82Updated last year
- Algo Trading Research & Documentation☆30Updated 5 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆172Updated last year
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆156Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- My quant portfolio leverages quantitative finance and data-driven insights to optimize investment strategies. Using advanced models, stat…☆34Updated 2 years ago
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆40Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 2 weeks ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 8 months ago