druce / ValueMomentum
Value and Momentum Using Machine Learning
☆11Updated 4 years ago
Alternatives and similar repositories for ValueMomentum:
Users that are interested in ValueMomentum are comparing it to the libraries listed below
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- ☆17Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Updated 9 years ago
- ☆26Updated 6 months ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 5 months ago
- ☆13Updated last year
- ☆13Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 4 years ago
- Portfolio optimization with cvxopt☆37Updated last month
- Implementation of transfer learning based with autoencoder architecture☆17Updated 4 years ago
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Updated 6 years ago
- ☆24Updated 2 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆17Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆22Updated 3 years ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated last month
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 2 years ago
- experiments with crypto trading☆15Updated 7 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago