ThomasWong2022 / thor-publicLinks
AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems
☆15Updated last year
Alternatives and similar repositories for thor-public
Users that are interested in thor-public are comparing it to the libraries listed below
Sorting:
- ☆11Updated 3 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 4 years ago
- Solid Numerai pipelines☆116Updated 5 months ago
- Deep Learning Statistical Arbitrage☆234Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆251Updated 2 years ago
- ☆201Updated 2 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆21Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆321Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Notebooks based on financial machine learning.☆51Updated 5 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆122Updated 5 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Scikit-learn style cross-validation classes for time series data☆279Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆166Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆84Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆168Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Research Repo (Archive)☆74Updated 4 years ago
- ☆50Updated last year
- Numerai Signal Miner☆29Updated 4 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆120Updated last year
- CS7641 Team project☆96Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- ☆38Updated 3 years ago