borisbanushev / anomaliesinoptionsLinks
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
☆261Updated 6 years ago
Alternatives and similar repositories for anomaliesinoptions
Users that are interested in anomaliesinoptions are comparing it to the libraries listed below
Sorting:
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Quantitative finance research tools in Python☆425Updated 2 years ago
- ☆212Updated 7 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- ☆194Updated 5 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆554Updated 4 years ago
- ☆200Updated 2 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆213Updated 5 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆304Updated 3 months ago
- An open source library for portfolio optimisation☆360Updated last year
- A python program to implement the discrete binomial option pricing model☆83Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆362Updated 6 years ago
- Fast and scalable construction of risk parity portfolios☆301Updated last year
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Source code for my personal blog☆193Updated 3 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years ago
- QSTrader☆133Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆170Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆126Updated 4 years ago
- PyTrendFollow - systematic futures trading using trend following☆411Updated 7 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- experiments with pair trading☆299Updated 5 months ago
- Basic options pricing in Python☆312Updated 10 years ago