Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust
☆14Nov 21, 2023Updated 2 years ago
Alternatives and similar repositories for mlfactor-python
Users that are interested in mlfactor-python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning for Factor Investing in Python☆10Nov 24, 2020Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Financial Machine Learning Repository☆11Apr 25, 2024Updated last year
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Feb 9, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Website dedicated to a book on machine learning for factor investing☆248Jul 17, 2023Updated 2 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- mysql/MariaDB stock price database☆19Feb 15, 2021Updated 5 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆52Nov 7, 2023Updated 2 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- ☆28Aug 26, 2024Updated last year
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Pairs Trading in Python☆28Apr 25, 2021Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 5 years ago
- Flexible and transparent Python Boruta implementation☆15Jun 8, 2025Updated 10 months ago
- ☆15Jan 5, 2026Updated 3 months ago
- awesome-financial-networks☆40Jul 15, 2019Updated 6 years ago
- MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relativ…☆15Jun 1, 2018Updated 7 years ago
- Collection of common indicators used for EA31337 strategies.☆13May 10, 2025Updated 10 months ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- 通达信的外挂☆28Apr 12, 2020Updated 5 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- Jpub 출간, 한국어 번역서를 위한 소스 코드 저장소입니다.☆14Oct 9, 2023Updated 2 years ago
- Reimplementing QuantLib examples by Python☆70Sep 23, 2022Updated 3 years ago
- PyIndicators is a powerful and user-friendly Python library for financial technical analysis indicators, metrics and helper functions for…☆25Mar 4, 2026Updated last month
- MFM workshop project☆15Jan 25, 2021Updated 5 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆15Dec 2, 2022Updated 3 years ago
- Trading Robot based on LSTM-PPO☆28Dec 27, 2019Updated 6 years ago
- Modeling of intraday volatility and volume in financial markets☆17May 29, 2023Updated 2 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Mar 4, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆76Nov 11, 2024Updated last year
- Open source High-Frequency Trading Order Book with FPGA Acceleration☆63Jan 26, 2025Updated last year
- An upcoming Open Source Repository full of Open Source Quant Finance Books and Resources☆64Aug 10, 2025Updated 7 months ago
- Resources for Statistical Computing with R 2nd ed.☆11Aug 9, 2024Updated last year
- ☆10Apr 6, 2023Updated 3 years ago
- Pytorch implementation of Markov RNNs☆16Feb 18, 2019Updated 7 years ago
- Generate synthetic time-series using generative adversarial networks. Functional end-to-end system for dataset generation, model registry…☆20Aug 19, 2022Updated 3 years ago