Rachnog / Advanced-Deep-Trading
Mostly experiments based on "Advances in financial machine learning" book
☆543Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for Advanced-Deep-Trading
- Quantitative finance research tools in Python☆414Updated last year
- Advances in Financial Machine Learning☆763Updated last year
- An open source library for portfolio optimisation☆357Updated 8 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆199Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- ☆235Updated last year
- PyTrendFollow - systematic futures trading using trend following☆377Updated 6 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆618Updated 2 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,712Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆489Updated last year
- Collection of algorithms for online portfolio selection☆776Updated 3 months ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆536Updated 7 months ago
- Source code for the blog post on the evolution of the asset allocation methods☆212Updated 5 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆343Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆245Updated 5 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- An Structural Application of Reinforcement Learning in Pair Trading☆7Updated last year
- GPU-accelerated Factors analysis library and Backtester☆646Updated 11 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆363Updated last year
- A nimble options backtesting library for Python☆1,001Updated 4 months ago
- This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …☆208Updated last year
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆718Updated 2 years ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆401Updated 3 years ago
- ☆207Updated 7 years ago
- Fast and scalable construction of risk parity portfolios☆289Updated 5 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆827Updated 6 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,584Updated 3 weeks ago