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:
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- CS7641 Team project☆96Updated 5 years ago
- ☆76Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Official Repository☆129Updated 3 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆157Updated last year
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆188Updated last year
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆151Updated 2 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆162Updated last year
- ☆45Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆83Updated last year
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆121Updated 7 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆148Updated 4 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
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Options Trader written in Python based off the ib_insync library.☆60Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 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
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- ☆65Updated 2 years ago
- Different quantitative trading models research☆54Updated 9 months ago