Roh-codeur / mlfinlab-1
☆13Updated 2 years ago
Alternatives and similar repositories for mlfinlab-1:
Users that are interested in mlfinlab-1 are comparing it to the libraries listed below
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- ☆21Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆19Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆20Updated 6 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- ☆39Updated 4 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆42Updated this week
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆37Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated last year
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆30Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆37Updated 3 months ago
- Code to support my Master's thesis☆19Updated last year
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated last month
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago