Rachnog / Advanced-Deep-TradingLinks
Mostly experiments based on "Advances in financial machine learning" book
☆554Updated 4 years ago
Alternatives and similar repositories for Advanced-Deep-Trading
Users that are interested in Advanced-Deep-Trading are comparing it to the libraries listed below
Sorting:
- Quantitative finance research tools in Python☆424Updated 2 years ago
- Advances in Financial Machine Learning☆782Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆213Updated 5 years ago
- An open source library for portfolio optimisation☆360Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆362Updated 6 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆470Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆545Updated 4 months ago
- ☆212Updated 7 years ago
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 3 weeks ago
- PyTrendFollow - systematic futures trading using trend following☆410Updated 7 years ago
- ☆499Updated last year
- Collection of algorithms for online portfolio selection☆816Updated this week
- ☆300Updated 2 years ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆731Updated 2 years ago
- A Python Pandas implementation of technical analysis indicators☆766Updated 7 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Fast and scalable construction of risk parity portfolios☆299Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,789Updated 2 years ago
- ☆182Updated 7 years ago
- Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.☆408Updated 5 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- Applying Reinforcement Learning in Quantitative Trading☆349Updated last year
- Reinforcement Learning for Portfolio Management☆470Updated 6 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆438Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆716Updated 8 months ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆373Updated last year
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆220Updated 2 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆947Updated last year