boyboi86 / AFMLLinks
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
☆794Updated last year
Alternatives and similar repositories for AFML
Users that are interested in AFML are comparing it to the libraries listed below
Sorting:
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆607Updated 2 months ago
- ☆371Updated 2 years ago
- Advances in Financial Machine Learning☆796Updated 3 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆545Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,040Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆552Updated last year
- 2 books and related source codes for algorithmic trading.☆606Updated last year
- Open sourced research notebooks by the QuantConnect team.☆707Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,881Updated 3 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆670Updated last week
- Performance analysis of predictive (alpha) stock factors☆539Updated last month
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆600Updated 2 years ago
- Quantitative Finance book☆821Updated 9 months ago
- Backtest and live trading in Python☆666Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆851Updated last week
- Top training materials in quantitative finance☆592Updated 5 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,865Updated last year
- Portfolio optimization with deep learning.☆1,107Updated 2 years ago
- Portfolio and risk analytics in Python☆579Updated last month
- GPU-accelerated Factors analysis library and Backtester☆776Updated 9 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆439Updated this week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆496Updated last week
- Code implementation of the Quantigic 101 Formulaic Alphas☆677Updated 6 years ago
- Machine Learning for Algorithmic Trading, Second Edition - published by Packt☆1,528Updated last month
- Python Algorithmic Trading Cookbook, published by Packt☆552Updated this week
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,290Updated 5 years ago
- Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.☆817Updated 2 years ago
- Learn Algorithmic Trading, Published by Packt☆927Updated last month
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆808Updated 8 months ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆385Updated 7 years ago