ferhat00 / PortfolioOptimisation
☆16Updated 2 years ago
Related projects: ⓘ
- A financial trading method using machine learning.☆56Updated last year
- ☆35Updated 2 years ago
- ☆12Updated 3 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Updated 5 years ago
- ☆51Updated last year
- Find trading pairs with Machine Learning☆39Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆58Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆43Updated 3 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆11Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆73Updated last year
- ☆34Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆48Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆36Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆10Updated last year
- ☆34Updated 3 years ago
- ☆20Updated last year
- Time Series Prediction of Volume in LOB☆52Updated 5 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- ☆23Updated 6 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆71Updated 6 years ago
- Different quantitative trading models research☆49Updated 2 years ago
- Various python scripts to introduce mean reversion concepts.☆21Updated 6 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆18Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆16Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆43Updated 5 years ago