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:
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆67Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆65Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 7 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆44Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆85Updated 2 years ago
- ☆31Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- ☆75Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆42Updated last year
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- ☆25Updated 7 years ago
- ☆41Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆170Updated 6 years ago
- Baruch MFE 2019 Spring☆40Updated 5 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