firmai / researchLinks
Notebooks based on financial machine learning.
☆53Updated 5 years ago
Alternatives and similar repositories for research
Users that are interested in research are comparing it to the libraries listed below
Sorting:
- 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
- To classify trades into buyer- and seller-initiated.☆152Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- ☆205Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- ☆40Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆131Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- ☆41Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 6 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- detecting regime of financial market☆41Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- Financial AI with Python☆93Updated 2 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆130Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆86Updated 3 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆142Updated 10 months ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆82Updated last year
- ☆141Updated 2 years ago