Alternatives and similar repositories for custom-factor-model

Users that are interested in custom-factor-model are comparing it to the libraries listed below

• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆37Updated 4 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆67Updated 6 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆46Updated last year
• Robot-Wealth / trader-tales
  ☆100Updated 4 months ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
  ☆82Updated 3 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 7 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆84Updated 7 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• JackJacquier / SSVI
  Surface SVI parameterisation and corresponding local volatility
  ☆58Updated 5 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆204Updated this week
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆172Updated 6 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆52Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• kurupjayesh / Dispersion-Trading-using-Options
  Dispersion Trading using Options
  ☆33Updated 8 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆62Updated 8 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆166Updated this week
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆95Updated 6 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆81Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆43Updated 5 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆141Updated last year
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• PavanAnanthSharma / Dynamic-Delta-Hedging
  Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…
  ☆16Updated 2 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆30Updated 7 years ago
• thedatabeat / SVI
  ☆54Updated 8 years ago