WQU-MScFE-Capstone-MGS / retail-investor-strategiesLinks
Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strategies for retail investors"
☆24Updated 5 years ago
Alternatives and similar repositories for retail-investor-strategies
Users that are interested in retail-investor-strategies are comparing it to the libraries listed below
Sorting:
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆58Updated 7 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- ☆25Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆14Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated last month
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆42Updated 2 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆67Updated last year
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆24Updated 5 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- ☆24Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆52Updated 4 years ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago