ThomasWong2022 / thor-public
AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems
☆14Updated 11 months ago
Related projects: ⓘ
- ☆10Updated 3 months ago
- notebooks used in quant club episodes☆14Updated last year
- Python Code used in publications, for archival purposes only☆20Updated last year
- Notebooks based on financial machine learning.☆43Updated 4 years ago
- ☆11Updated 3 months ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆24Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆73Updated last year
- Notes on Advances in Financial Machine Learning☆74Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆119Updated 3 years ago
- Code for the paper Volatility is (mostly) path-dependent☆50Updated 5 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆78Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆48Updated 4 years ago
- ☆18Updated last year
- ☆21Updated 4 months ago
- Time Series Prediction of Volume in LOB☆52Updated 5 months ago
- ☆51Updated this week
- Research Repo (Archive)☆69Updated 3 years ago
- Solid Numerai pipelines☆111Updated last week
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆44Updated 8 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆104Updated 4 years ago
- A curated list of awesome numerai libraries, tutorials and other resources.☆26Updated last year
- ☆48Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆57Updated 6 months ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆17Updated last year
- ☆37Updated 5 years ago
- Neural network local volatility with dupire formula☆71Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated 7 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆118Updated 4 years ago
- ☆16Updated 8 months ago