chirag1992m / Algorithmic-Trading-Challenge---KaggleLinks
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
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- ☆12Updated last year
- tools for alpha research☆23Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Machine Learning for Financial Market Prediction☆58Updated 6 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
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Updated 8 years ago
- ☆19Updated 4 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- A library for portfolio optimization algorithms with python interface.☆30Updated 4 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆15Updated 2 years ago
- XTX Forecasting Challenge https://challenge.xtxmarkets.com/☆9Updated 5 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- NYU Tandon lecture slides☆30Updated 3 weeks ago
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆14Updated 6 years ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆27Updated 6 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆36Updated 6 years ago
- High Frequency Jump Prediction Project☆36Updated 5 years ago
- ☆16Updated 8 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Code for getting implied volatility in Python☆25Updated 7 years ago