chaudharigauravi / Machine_learning_In_FinanceLinks
Built a trading algorithm in Python for the Tesla stocks returning in 39% higher returns than a simple buy and hold strategy, over a period of 2016-2018 . Designed random forest algorithm that combines CAPM, FAMA (French three factor model), Multi-Factor Linear Regression, Principal Component Analysis and Time series analysis to forecast stock p…
☆18Updated 5 years ago
Alternatives and similar repositories for Machine_learning_In_Finance
Users that are interested in Machine_learning_In_Finance are comparing it to the libraries listed below
Sorting:
- ☆18Updated 8 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- select stock automatically, trade manually☆12Updated 4 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆34Updated 6 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆16Updated 6 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆25Updated 4 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆26Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Updated 5 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Updated 2 years ago
- ☆22Updated 6 years ago
- ☆40Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- Python implementation of the Three Pass Regression Filter☆14Updated 4 years ago
- Design your own Trading Strategy☆38Updated last year
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆12Updated 11 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆14Updated 2 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 3 years ago
- Time-Series Momentum Strategies☆12Updated 6 years ago
- ☆75Updated last year