doda / advances-in-financial-ml-notes
☆235Updated last year
Related projects ⓘ
Alternatives and complementary repositories for advances-in-financial-ml-notes
- Quantitative finance research tools in Python☆414Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆199Updated 3 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆618Updated 2 months ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆319Updated 7 months ago
- ☆207Updated 7 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆343Updated 6 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆489Updated last year
- experiments with pair trading☆255Updated 3 weeks ago
- Mostly experiments based on "Advances in financial machine learning" book☆543Updated 3 years ago
- Advances in Financial Machine Learning☆763Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆155Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆377Updated 6 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆324Updated 6 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆485Updated this week
- Top training materials in quantitative finance☆396Updated 2 months ago
- Backtest and live trading in Python☆531Updated 5 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆153Updated 5 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆401Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Python Algorithmic Trading Cookbook, published by Packt☆406Updated last year
- Performance analysis of predictive (alpha) stock factors☆321Updated last month
- A collection of homeworks of market microstructure models.☆209Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆123Updated 5 years ago
- Open sourced research notebooks by the QuantConnect team.☆521Updated 6 months ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆413Updated last year
- Portfolio and risk analytics in Python☆389Updated last month
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆884Updated last year
- Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.☆310Updated 10 months ago