cw-jang / adv_financeLinks
Implementation of AFML Book
☆21Updated 5 years ago
Alternatives and similar repositories for adv_finance
Users that are interested in adv_finance are comparing it to the libraries listed below
Sorting:
- Machine Learning for Asset Managers☆17Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆14Updated 3 years ago
- ☆19Updated last year
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆35Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated last year
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- ☆40Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆31Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Pairs Trading in Python☆22Updated 4 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- ☆73Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆38Updated 3 years ago
- Regime-Switching Model☆18Updated 7 years ago
- ☆50Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago