esvhd / pypboLinks
Probability of Backtest Overfitting in Python
☆127Updated 2 years ago
Alternatives and similar repositories for pypbo
Users that are interested in pypbo are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆94Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Notebooks based on financial machine learning.☆55Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆274Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆88Updated 5 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆133Updated 8 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆262Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆130Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆144Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆122Updated last year
- ☆40Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Financial AI with Python☆98Updated last month
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- ☆208Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆176Updated 3 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago