boyboi86 / AFMLLinks
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
☆766Updated 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…☆584Updated 9 months ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,008Updated 2 years ago
- Advances in Financial Machine Learning☆791Updated 2 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆493Updated last year
- ☆355Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆517Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆646Updated this week
- Open sourced research notebooks by the QuantConnect team.☆678Updated last year
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,794Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆739Updated this week
- 2 books and related source codes for algorithmic trading.☆582Updated last year
- GPU-accelerated Factors analysis library and Backtester☆748Updated 6 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,848Updated 2 years ago
- Quantitative Finance book☆761Updated 6 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆433Updated last month
- Top training materials in quantitative finance☆512Updated 2 months ago
- Performance analysis of predictive (alpha) stock factors☆499Updated 2 weeks ago
- Backtest and live trading in Python☆644Updated last year
- Learn Algorithmic Trading, Published by Packt☆905Updated this week
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆575Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆460Updated last week
- Portfolio and risk analytics in Python☆542Updated 2 weeks ago
- Machine Learning for Algorithmic Trading, Second Edition - published by Packt☆1,499Updated 2 months ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,260Updated 5 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆618Updated 6 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆795Updated 5 months ago
- A nimble options backtesting library for Python☆1,211Updated last year
- Portfolio optimization with deep learning.☆1,076Updated last year
- Quantitative finance research tools in Python☆441Updated 2 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆377Updated 7 years ago