YannickKae / Financial-Market-Regime-Classification
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
☆25Updated 8 months ago
Alternatives and similar repositories for Financial-Market-Regime-Classification:
Users that are interested in Financial-Market-Regime-Classification are comparing it to the libraries listed below
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- A financial trading method using machine learning.☆58Updated last year
- detecting regime of financial market☆34Updated 2 years ago
- ☆23Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆35Updated last year
- ☆39Updated 3 years ago
- ☆17Updated 8 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- ☆17Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- Fama French model on a subset of Canadian Equity data with Python☆45Updated 5 years ago
- ☆26Updated 5 months ago
- This repo is for my articles published on Medium.com☆16Updated last year
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- experiments with crypto trading☆15Updated 6 months ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆17Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago