VladKochetov007 / MLTTLinks
Machine Learning Trading Toolkit
☆39Updated 4 months ago
Alternatives and similar repositories for MLTT
Users that are interested in MLTT are comparing it to the libraries listed below
Sorting:
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 3 weeks ago
- ☆82Updated 11 months ago
- Python library for asset pricing☆117Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆185Updated 2 months ago
- Macrosynergy Quant Research☆159Updated last week
- Portfolio Construction and Risk Management book's Python code.☆141Updated 3 weeks ago
- QuantMinds Rough Volatility Workshop lectures☆42Updated 2 months ago
- Financial AI with Python☆93Updated last month
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆96Updated 7 months ago
- QuantMinds Rough Volatility Workshop lectures☆51Updated 2 months ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆131Updated last year
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆202Updated last year
- Quant Research☆90Updated last week
- Code that I show on my YouTube Channel☆104Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Code for the paper Volatility is (mostly) path-dependent☆70Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆121Updated 3 weeks ago
- World beating online covariance and portfolio construction.☆310Updated 3 weeks ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- ☆141Updated 2 years ago
- ☆50Updated 2 years ago
- Deep Learning Statistical Arbitrage☆245Updated 3 years ago
- Quantreo's Quant Library☆55Updated last month
- Statistical Jump Models in Python, with scikit-learn-style APIs☆112Updated 9 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- ☆45Updated 2 years ago
- ☆145Updated last year
- ☆47Updated 2 years ago