ferhat00 / PortfolioOptimisationLinks
☆18Updated 3 years ago
Alternatives and similar repositories for PortfolioOptimisation
Users that are interested in PortfolioOptimisation are comparing it to the libraries listed below
Sorting:
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 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
- Research Repo (Archive)☆74Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Dynamic portfolio optimization☆29Updated last year
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆29Updated 7 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Different quantitative trading models research☆55Updated 11 months ago
- ☆122Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- ☆14Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- ☆37Updated 4 years ago