chirag1992m / Algorithmic-Trading-Challenge---Kaggle
Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (http://cs.nyu.edu/courses/fall16/CSCI-GA.2566-001/index.html/)
☆26Updated 3 years ago
Alternatives and similar repositories for Algorithmic-Trading-Challenge---Kaggle:
Users that are interested in Algorithmic-Trading-Challenge---Kaggle are comparing it to the libraries listed below
- Machine Learning for Financial Market Prediction☆57Updated 6 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆13Updated last year
- Development space for PhD in Finance☆33Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Fama French 3 Factor Model☆41Updated 8 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 7 years ago
- ☆27Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 7 years ago
- NYU Tandon lecture slides☆31Updated 2 months ago
- ☆16Updated 4 years ago
- ☆14Updated 4 years ago
- Modeling volatility project for ODSC East 2019☆14Updated 2 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- These are trading results and arbitrage models from Southern China Center for Statistical Science (SC2S2), Sun Yat-sen University☆17Updated 6 years ago
- Cointegration Test in python☆28Updated 5 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 7 years ago
- archiving old code☆25Updated 7 years ago
- ☆26Updated 5 months ago