fernandodelacalle / adv-financial-ml-marcos-exercises
Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
☆198Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for adv-financial-ml-marcos-exercises
- ☆207Updated 7 years ago
- ☆230Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆121Updated 4 years ago
- Quantitative finance research tools in Python☆411Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆484Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆338Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆155Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆152Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆233Updated 9 months ago
- Sources codes for: Mastering Python for Finance, Second Edition☆400Updated 2 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆542Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- Examples using pysystemtrade for my blog qoppac.blogspot.com☆195Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com☆369Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆208Updated last year
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆308Updated 7 months ago
- trend / momentum and other patterns in financial timeseries☆237Updated 3 years ago
- Advances in Financial Machine Learning☆758Updated last year
- SABR model Python implementation☆461Updated 2 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- experiments with pair trading☆254Updated last week
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆120Updated 4 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆244Updated 5 years ago
- ☆109Updated 8 months ago
- PyTrendFollow - systematic futures trading using trend following☆376Updated 6 years ago
- Source Codes for the Book of Trading Strategies☆162Updated 2 years ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆175Updated this week