euclidjda / deep-quantLinks
Deep learning for forecasting company fundamental data
☆140Updated 5 years ago
Alternatives and similar repositories for deep-quant
Users that are interested in deep-quant are comparing it to the libraries listed below
Sorting:
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- ☆194Updated 5 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆72Updated 7 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆118Updated 4 years ago
- ☆106Updated 8 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆135Updated 6 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆133Updated 4 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆106Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆159Updated 6 years ago
- ☆212Updated 7 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆262Updated 2 years ago
- Quantitative finance research tools in Python☆425Updated 2 years ago
- https://arxiv.org/abs/1805.01104☆112Updated 4 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆112Updated 4 years ago
- portfolio construction and quantitative analysis☆139Updated 9 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- ☆113Updated last year
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- ☆73Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆131Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆362Updated 6 years ago
- The Thalesians' Python library☆64Updated 8 years ago