SciFin-Team / SciFin
SciFin is a python package for Science & Finance.
☆12Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for SciFin
- Run hierarchical risk parity algorithms☆18Updated this week
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆23Updated 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
- Collections of snippets for trading I find interesting☆23Updated last year
- This repo is for my articles published on Medium.com☆15Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated last year
- Hedge long only portfolio using structural entropy☆15Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆27Updated this week
- A Python toolkit for high-frequency trade research.☆39Updated 6 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 6 months ago
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆26Updated 2 months ago
- Hierarchical Risk Parity☆27Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- ☆19Updated this week
- ☆13Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Updated 2 years ago
- ☆26Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Financial AI with Python☆31Updated 3 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆18Updated 5 years ago
- ☆33Updated 6 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆53Updated last week