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
- ☆14Updated 8 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆12Updated 2 years ago
- Predictive analysis of the OLMAR algorithm☆13Updated 8 years ago
- Cleaned data for use in stock predicting algorithms☆11Updated 8 years ago
- Skillset Challenge for the Apprenticeship Program, June 2021.☆10Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- ☆18Updated 6 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- ☆22Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Tools for investing in Python☆46Updated 3 years ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- ☆20Updated 2 years ago
- Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction. KDD 2019.☆23Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 8 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- awesome-financial-networks☆37Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 5 months ago
- Talk Materials for "Convex Optimization for Finance"☆29Updated 2 years ago