SiruiJi / ml4frmLinks
Machine learning for financial risk management
☆25Updated last year
Alternatives and similar repositories for ml4frm
Users that are interested in ml4frm are comparing it to the libraries listed below
Sorting:
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆88Updated 4 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- This repository hosts my reading notes for academic papers.☆86Updated 3 years ago
- ☆20Updated 4 months ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Updated 4 years ago
- Implementation of a variety of Value-at-Risk backtests☆37Updated 6 years ago
- Testing Code abount quantitative finance algorithms☆9Updated 7 months ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Quant Research☆78Updated 2 months ago
- ☆72Updated 3 years ago
- Portfolio Construction and Risk Management book's Python code.☆101Updated this week
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆80Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆30Updated 3 years ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆82Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- ☆45Updated last year
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆44Updated 4 years ago
- Code that I show on my YouTube Channel☆98Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆81Updated 6 months ago
- Implementation of 5-factor Fama French Model☆125Updated 4 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆13Updated last year