asaficontact / learning_to_beat_the_random_walkLinks
In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.
☆10Updated 2 years ago
Alternatives and similar repositories for learning_to_beat_the_random_walk
Users that are interested in learning_to_beat_the_random_walk are comparing it to the libraries listed below
Sorting:
- ☆65Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 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…☆69Updated last year
- ☆31Updated 2 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 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
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 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
- Dispersion Trading using Options☆33Updated 8 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Baruch MFE 2019 Spring☆41Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆91Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- ☆41Updated 4 years ago
- Basic Limit Order Book functions☆22Updated 7 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
- ☆45Updated 2 years ago
- ☆76Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated 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