aconstandinou / factor_momentumLinks
An equity analysis on momentum factor investing.
☆10Updated 6 years ago
Alternatives and similar repositories for factor_momentum
Users that are interested in factor_momentum are comparing it to the libraries listed below
Sorting:
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- ☆25Updated 7 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 4 years ago
- A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal☆18Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- Factor Investing Library☆27Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆55Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 2 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆45Updated 5 months ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆48Updated 5 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Design your own Trading Strategy☆38Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆17Updated last year
- Options Trader written in Python based off the ib_insync library.☆59Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆13Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year