codefluence / jane_streetLinks
kaggle competition
☆22Updated 3 years ago
Alternatives and similar repositories for jane_street
Users that are interested in jane_street are comparing it to the libraries listed below
Sorting:
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆44Updated 3 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- ☆25Updated 4 years ago
- Stevens High Frequency Trading (SHIFT) Simulation System - Python Client☆63Updated 4 months ago
- ☆152Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- ☆53Updated 4 years ago
- Scikit-learn style cross-validation classes for time series data☆280Updated 3 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- ☆202Updated 2 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆35Updated 2 years ago
- Udacity NANODEGREE Program(Partner with World Quant): Projects designed by industry experts, covering topics from asset management to tra…☆53Updated 3 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Machine learning models to predict realtime financial market data provided by Jane Street☆49Updated 3 years ago
- 💰 A collection of finance related machine learning examples☆98Updated 4 years ago
- Transformers for limit order books☆114Updated 5 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Gerber robust statistics for portfolio optimization☆59Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Deep Learning Statistical Arbitrage☆238Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 2 months ago
- Limit Order Book data analysis and modeling using LSTM network☆138Updated 6 years ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- ☆74Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Deep learning modelling of orderbooks☆97Updated 4 years ago