cw-jang / adv_finance
Implementation of AFML Book
☆21Updated 5 years ago
Related projects ⓘ
Alternatives and complementary repositories for adv_finance
- Machine Learning for Asset Managers☆17Updated 4 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆12Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- ☆46Updated 3 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- detecting regime of financial market☆31Updated 2 years ago
- ☆24Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆17Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆49Updated 8 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆27Updated last year
- A low frequency statistical arbitrage strategy☆19Updated 5 years ago
- ☆37Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆35Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Advancing in Financial Machine Learning☆16Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆44Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- A Deep Reinforcement Learning neural net for an original Multi-Dimensional Pairs Trading strategy is proposed☆21Updated 5 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 5 years ago
- public version of MLFINLAB from Hudson-Thames☆21Updated 2 years ago
- High-frequency trading in a limit order book☆55Updated 5 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆53Updated 5 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆22Updated last year
- Demo for the application of RL to non-stationary effects☆44Updated 4 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆23Updated 6 years ago