emoen / Machine-Learning-for-Asset-Managers-Oslo-BorsLinks
☆23Updated 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:
- ☆45Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- 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
- Research Repo (Archive)☆75Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- ☆65Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 4 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆28Updated 2 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- quantitative asset allocation strategy☆33Updated 9 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆15Updated last year
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- ☆24Updated 5 years ago
- ☆19Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆40Updated 10 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆12Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- ☆41Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Implementation of a variety of Value-at-Risk backtests☆42Updated 6 years ago