ThomasWangWeiHong / Time-Series-Directional-Change-AnalysisLinks
Python 3 source code for the implementation of the directional change analysis of financial time series data
☆33Updated last year
Alternatives and similar repositories for Time-Series-Directional-Change-Analysis
Users that are interested in Time-Series-Directional-Change-Analysis are comparing it to the libraries listed below
Sorting:
- detecting regime of financial market☆38Updated 2 years ago
- ☆42Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 3 months ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- ☆40Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 11 months ago
- Research Repo (Archive)☆74Updated 4 years ago
- ☆22Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆79Updated 6 months ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆56Updated 2 months ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- ☆75Updated last year
- ☆82Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆44Updated 3 years ago
- Macrosynergy Quant Research☆147Updated this week
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆35Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Python library for asset pricing☆116Updated last year
- Notebooks based on financial machine learning.☆51Updated 5 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆67Updated this week