WQU-MScFE-Capstone-MGS / retail-investor-strategies
Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strategies for retail investors"
☆21Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for retail-investor-strategies
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 7 months ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆19Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆24Updated 6 years ago
- ☆18Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆68Updated 4 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆35Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆38Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆123Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- alpha-RNN☆28Updated 4 years ago
- ☆13Updated last year
- ☆46Updated 3 years ago