emoen / Machine-Learning-for-Asset-Managers-Oslo-BorsLinks
☆24Updated 4 years ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers-Oslo-Bors
Users that are interested in Machine-Learning-for-Asset-Managers-Oslo-Bors are comparing it to the libraries listed below
Sorting:
- ☆47Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 10 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- Factor Investing Library☆28Updated 3 years ago
- Design your own Trading Strategy☆38Updated last year
- ☆65Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 2 weeks ago
- ☆41Updated 4 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆29Updated 2 years ago
- quantitative asset allocation strategy☆34Updated 11 months ago
- detecting regime of financial market☆42Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆64Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆39Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆82Updated last year
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆31Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Updated 7 years ago
- By means of stochastic volatility models☆44Updated 5 years ago