Sidhus234 / Hurst-Exponent-Trading-StrategyLinks
☆41Updated 4 years ago
Alternatives and similar repositories for Hurst-Exponent-Trading-Strategy
Users that are interested in Hurst-Exponent-Trading-Strategy are comparing it to the libraries listed below
Sorting:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- Research Repo (Archive)☆74Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 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
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- ☆47Updated 2 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- CS7641 Team project☆97Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 6 years ago
- ☆24Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- ☆77Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆28Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆38Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- ☆33Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago