boyboi86 / mlfinlabLinks
Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
☆25Updated 5 years ago
Alternatives and similar repositories for mlfinlab
Users that are interested in mlfinlab are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆123Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆121Updated 3 years ago
- ☆40Updated 4 years ago
- CS7641 Team project☆96Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆203Updated 2 years ago
- Notebooks based on financial machine learning.☆52Updated 5 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆86Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆169Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- ☆141Updated 2 years ago
- SVI volatility surface model and an example of China 50ETF option☆78Updated 5 years ago
- ☆52Updated 8 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆71Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- ☆117Updated 7 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆188Updated last year
- To classify trades into buyer- and seller-initiated.☆149Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Deep Learning Statistical Arbitrage☆240Updated 2 years ago