doda / advances-in-financial-ml-notesLinks
☆362Updated 2 years ago
Alternatives and similar repositories for advances-in-financial-ml-notes
Users that are interested in advances-in-financial-ml-notes are comparing it to the libraries listed below
Sorting:
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆593Updated 3 weeks ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆528Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆510Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆780Updated last year
- experiments with pair trading☆327Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆471Updated last month
- Sources codes for: Mastering Python for Finance, Second Edition☆435Updated last week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆378Updated 7 years ago
- Backtest and live trading in Python☆655Updated last year
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆654Updated this week
- Advances in Financial Machine Learning☆791Updated 2 years ago
- Python Algorithmic Trading Cookbook, published by Packt☆527Updated last week
- Quantitative finance research tools in Python☆445Updated 2 years ago
- 2 books and related source codes for algorithmic trading.☆594Updated last year
- Top training materials in quantitative finance☆562Updated 3 months ago
- Open sourced research notebooks by the QuantConnect team.☆694Updated last year
- PyTrendFollow - systematic futures trading using trend following☆431Updated 7 years ago
- Quantitative Finance book☆788Updated 8 months ago
- ☆216Updated 8 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆560Updated 5 years ago
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆190Updated 2 years ago
- GPU-accelerated Factors analysis library and Backtester☆756Updated 8 months ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆191Updated last year
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Performance analysis of predictive (alpha) stock factors☆519Updated last week
- 📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://…☆399Updated 4 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,020Updated 2 years ago
- Recreate EP Chan algo trading book strategies☆415Updated 7 years ago