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
☆36Updated 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☆40Updated 7 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 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
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆12Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years 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
- ☆19Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- ☆42Updated 4 years 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…☆64Updated 5 months ago
- ☆26Updated last year
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆35Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- detecting regime of financial market☆40Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 11 months ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- ☆21Updated 2 weeks ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year