adamd1985 / quant_researchLinks
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
☆71Updated last year
Alternatives and similar repositories for quant_research
Users that are interested in quant_research are comparing it to the libraries listed below
Sorting:
- ☆44Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆146Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆75Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆85Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆71Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆161Updated last year
- Research Repo (Archive)☆75Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Official Repository☆128Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆154Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- ☆65Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆73Updated 4 years ago
- ☆214Updated 7 years ago
- Source Codes for the Book of Trading Strategies☆178Updated 3 years ago
- ☆81Updated 10 months ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- ☆144Updated last year
- ☆41Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆68Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago