borisbanushev / anomaliesinoptions
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
☆250Updated 6 years ago
Alternatives and similar repositories for anomaliesinoptions:
Users that are interested in anomaliesinoptions are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆414Updated 2 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆210Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆259Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆207Updated 3 years ago
- An Structural Application of Reinforcement Learning in Pair Trading☆9Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆238Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- An open source library for portfolio optimisation☆357Updated last year
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Mostly experiments based on "Advances in financial machine learning" book☆548Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆157Updated 5 years ago
- Basic options pricing in Python☆313Updated 10 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆297Updated last week
- Simple backtesting software for options☆170Updated 6 months ago
- QSTrader☆132Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆129Updated 6 years ago
- ☆209Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- ☆192Updated last year
- PyTrendFollow - systematic futures trading using trend following☆388Updated 6 years ago
- Option and stock backtester / live trader☆249Updated 2 months ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering☆254Updated 4 years ago
- Pipeline Extension for Live Trading☆207Updated last year
- experiments with pair trading☆281Updated 2 months ago
- ☆193Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Fast and scalable construction of risk parity portfolios☆294Updated 9 months ago
- Option Calculator using Black-Scholes model and Binomial model☆167Updated 5 years ago
- Vectorized backtester and trading engine for QuantRocket☆215Updated 2 months ago