avinashbarnwal / Momentum-Strategy
Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
☆38Updated 6 years ago
Alternatives and similar repositories for Momentum-Strategy:
Users that are interested in Momentum-Strategy are comparing it to the libraries listed below
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- A financial trading method using machine learning.☆58Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- AI based alpha research for trading☆46Updated 2 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- ☆24Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Backtest result archive for Momentum Trading Strategies☆50Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Different quantitative trading models research☆53Updated 2 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Dispersion Trading using Options☆32Updated 7 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆25Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 9 months ago