frechfrechfrech / Mutual-Fund-Market-ClustersLinks
Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
☆12Updated 7 years ago
Alternatives and similar repositories for Mutual-Fund-Market-Clusters
Users that are interested in Mutual-Fund-Market-Clusters are comparing it to the libraries listed below
Sorting:
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago
- ☆14Updated 8 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Cleaned data for use in stock predicting algorithms☆11Updated 8 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Updated 6 years ago
- Stochastic volatility models☆18Updated 7 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- Skillset Challenge for the Apprenticeship Program, June 2021.☆10Updated 4 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Predictive analysis of the OLMAR algorithm☆13Updated 9 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- finance☆43Updated 8 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- ☆12Updated 2 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆77Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- awesome-financial-networks☆39Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆13Updated 3 years ago
- Group project for the WorldQuant University module, risk management.☆13Updated 6 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆28Updated 8 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆23Updated 7 years ago
- Code for getting implied volatility in Python☆27Updated 8 years ago
- ☆22Updated 6 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago