YannickKae / Financial-Market-Regime-ClassificationLinks
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
☆35Updated last year
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
Sorting:
- ☆42Updated 2 years ago
- Portfolio optimization with cvxopt☆39Updated 5 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆26Updated 10 months ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 3 months ago
- ☆19Updated 5 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- ☆27Updated last month
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- ☆22Updated 2 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆44Updated 3 months ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆28Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- ☆40Updated 4 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆42Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆21Updated last week
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆32Updated 2 years ago
- Design your own Trading Strategy☆38Updated last year
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year