erksubasi / AutoencoderCovShrinkageLinks
Presentation for QuantCon 2016
☆11Updated 9 years ago
Alternatives and similar repositories for AutoencoderCovShrinkage
Users that are interested in AutoencoderCovShrinkage are comparing it to the libraries listed below
Sorting:
- finance☆43Updated 8 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 9 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- ☆27Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆70Updated 10 years ago
- L1 Trend Filtering☆19Updated last year
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆38Updated 8 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- Root-finding algos, Black-Scholes and trees with Python☆44Updated 11 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆53Updated 11 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆55Updated 10 years ago
- An automated system to store and maintain financial data.☆69Updated 6 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.☆15Updated 9 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆23Updated 7 years ago
- Deep learning for forecasting company fundamental data☆141Updated 6 years ago
- ☆45Updated 5 years ago
- Files for Python Talk☆24Updated 9 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Portfolio Optimization in Python☆46Updated 11 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago