Implementation of AFML Book
☆22Jul 27, 2019Updated 6 years ago
Alternatives and similar repositories for adv_finance
Users that are interested in adv_finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Machine Learning for Asset Managers☆17Sep 28, 2020Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆14Feb 15, 2018Updated 8 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 4 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- ☆41Aug 1, 2021Updated 4 years ago
- Libraries to convert Korean lunar-calendar to Gregorian calendar written in python☆23Jul 25, 2023Updated 2 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 7 years ago
- Personal blog raw files.☆22Aug 16, 2023Updated 2 years ago
- Predict scalar coupling in molecules☆15Mar 14, 2021Updated 5 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Advances in Financial Machine Learning☆801Jan 11, 2023Updated 3 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 5 years ago
- Research Repo (Archive)☆77Oct 6, 2020Updated 5 years ago
- ☆26Mar 8, 2019Updated 7 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Cointegration Bitcoin Backtester☆18Feb 19, 2019Updated 7 years ago
- Event-driven Algorithmic Trading For Python☆25Apr 7, 2019Updated 7 years ago
- An easy-to-use scikit-learn inspired implementation of the Multidimensional Multiclass Genetic Programming with Multidimensional Populati…☆11Dec 3, 2025Updated 5 months ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Wasserstein GAN with gradient penalty (WGAN-GP) applied to financial time series.☆17Oct 17, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 years ago
- Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…☆16Aug 30, 2021Updated 4 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆122Nov 17, 2022Updated 3 years ago
- A purely Python-based flexible open-source software for estimating and modeling the complex permittivity obtained from the open-ended coa…☆15Jan 7, 2024Updated 2 years ago
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- ☆15Jun 10, 2020Updated 5 years ago
- ☆22Aug 10, 2022Updated 3 years ago