ferhat00 / PortfolioOptimisationLinks
☆17Updated 3 years ago
Alternatives and similar repositories for PortfolioOptimisation
Users that are interested in PortfolioOptimisation are comparing it to the libraries listed below
Sorting:
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Dynamic portfolio optimization☆28Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆91Updated 2 years ago
- ☆65Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Different quantitative trading models research☆54Updated 10 months ago
- AI based alpha research for trading☆50Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 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
- quantitative - Quantitative finance back testing library☆64Updated 6 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
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- ☆41Updated 4 years ago
- Collection of Models related to market making☆17Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Quantitative finance research notebooks☆21Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Repo for the Tick Based Trend Following strategies written for the QuantConnect platform☆24Updated 5 years ago
- Deep Reinforcement Learning For Trading☆107Updated last year
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago