ThomasWong2022 / thor-publicLinks
AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems
☆15Updated 2 years ago
Alternatives and similar repositories for thor-public
Users that are interested in thor-public are comparing it to the libraries listed below
Sorting:
- ☆11Updated 7 months ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆328Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Solid Numerai pipelines☆122Updated 2 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆261Updated 3 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
- ☆208Updated 2 years ago
- Deep Learning Statistical Arbitrage☆248Updated 3 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- ☆50Updated 2 years ago
- Scikit-learn style cross-validation classes for time series data☆284Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆141Updated 2 years ago
- ☆20Updated 10 months ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- ☆49Updated 6 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
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆124Updated last month
- ☆40Updated 4 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆218Updated 4 years ago
- Code for the paper Volatility is (mostly) path-dependent☆69Updated last year