Statistical Jump Models in Python, with scikit-learn-style APIs
☆165Jan 12, 2025Updated last year
Alternatives and similar repositories for jump-models
Users that are interested in jump-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- ☆72Jul 13, 2026Updated last month
- ☆63Feb 17, 2023Updated 3 years ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆38May 20, 2024Updated 2 years ago
- Production multi-asset portfolio construction and rolling backtesting in Python☆94Updated this week
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- ☆23Jan 20, 2024Updated 2 years ago
- Explore building an advanced infrastructure for enhancing QuantConnect with Snowflake, Databricks, Airflow & AWS. Learn the basics of qua…☆15Jan 27, 2024Updated 2 years ago
- detecting regime of financial market☆124Sep 30, 2022Updated 3 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 4 years ago
- Operator Deep Smoothing☆18May 22, 2026Updated 3 months ago
- Code implementation of Paper : CryptoMixer: Fine-grained market information-aware MLP Networks for Individual Cryptocurrency Trading Pred…☆16May 22, 2025Updated last year
- ☆11Mar 12, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆127Jan 10, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆11Dec 3, 2020Updated 5 years ago
- qmoms package to compute option-implied moments from surface data☆29Feb 26, 2026Updated 6 months ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated last year
- ☆72Feb 7, 2025Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆94Feb 25, 2024Updated 2 years ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆639Mar 19, 2026Updated 5 months ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆17Sep 21, 2023Updated 2 years ago
- Showcasing Causality Group's benchmark data through a data loading library and a signal backtesting example.☆28Mar 8, 2024Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆89Jun 17, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A modification of traditional random forest for time-series forecasting☆14Apr 16, 2024Updated 2 years ago
- A multi-factor equity risk model for quantitative trading.☆970Aug 16, 2024Updated 2 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)☆43Oct 10, 2020Updated 5 years ago
- Library for conditional Gaussian mixture models, compatible with scikit-learn.☆42Jun 23, 2026Updated 2 months ago
- Pairs Trading in Python☆28Apr 25, 2021Updated 5 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Code for the paper Volatility is (mostly) path-dependent☆77Mar 22, 2024Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆277Mar 19, 2026Updated 5 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆236Updated this week
- Tracking S&P 500 index with deep learning model☆14Jul 2, 2023Updated 3 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- A lib use polars to archive high-performance quant☆15Jul 15, 2026Updated last month
- various valuation tools for financial derivatives☆11Nov 8, 2016Updated 9 years ago
- Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consisten…☆27Updated this week
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year