Quantreo / Machine-Learning-for-Trading-premium-courseLinks
☆24Updated 4 months ago
Alternatives and similar repositories for Machine-Learning-for-Trading-premium-course
Users that are interested in Machine-Learning-for-Trading-premium-course are comparing it to the libraries listed below
Sorting:
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆47Updated 2 years ago
- ☆77Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- ☆24Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆82Updated last year
- ☆34Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆80Updated 3 years ago
- ☆24Updated 5 years ago
- ☆65Updated 11 months ago
- ☆26Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- ☆36Updated 3 years ago
- ☆53Updated 3 years ago
- ☆24Updated 4 years ago
- ☆65Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Updated 2 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Updated last year
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆70Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago