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/)
☆27Updated 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
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- ☆19Updated 4 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 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 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆16Updated 8 years ago
- ☆12Updated last year
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Apply LASSO in High-Frequency-Trading☆9Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆9Updated 6 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆9Updated 3 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆47Updated 8 years ago
- Cointegration Test in python☆28Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Modeling volatility project for ODSC East 2019☆15Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- ☆27Updated 6 years ago