borisbanushev / anomaliesinoptionsLinks
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
☆272Updated 6 years ago
Alternatives and similar repositories for anomaliesinoptions
Users that are interested in anomaliesinoptions are comparing it to the libraries listed below
Sorting:
- Source code for the blog post on the evolution of the asset allocation methods☆220Updated 6 years ago
- An open source library for portfolio optimisation☆367Updated last year
- Quantitative finance research tools in Python☆448Updated 2 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆221Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆215Updated 8 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆564Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Updated 10 months ago
- Source code for my personal blog☆196Updated last week
- ☆195Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Implementation of Reinforcement Learning in Pair Trading☆11Updated 6 months ago
- ☆184Updated 7 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆160Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆380Updated 7 years ago
- ☆117Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…☆241Updated last year
- Simple backtesting software for options☆194Updated last year
- Backtesting toolbox for trading strategies - DEPRECATED☆110Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆276Updated 4 years ago
- QSTrader☆134Updated 6 years ago
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago