StevenDowney86 / Public_Research_and_BacktestsLinks
Research and Backtests I have been working on...enjoy
☆71Updated 4 years ago
Alternatives and similar repositories for Public_Research_and_Backtests
Users that are interested in Public_Research_and_Backtests are comparing it to the libraries listed below
Sorting:
- Generate various Alternative Bars both historically and at real-time.☆36Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Source code for my personal blog☆194Updated last month
- ☆41Updated 4 years ago
- ☆73Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆25Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- ☆35Updated 7 years ago
- ☆65Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Trading Evolved book code☆77Updated 5 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆58Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- ☆116Updated last year
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆49Updated 5 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 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
- Research Repo (Archive)☆75Updated 4 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- ☆38Updated 3 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- Contains the code for my financial machine learning articles☆49Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year