giotto-ai / stock-market-crashes
How to detect stock market crashes with topology.
☆78Updated 3 years ago
Alternatives and similar repositories for stock-market-crashes:
Users that are interested in stock-market-crashes are comparing it to the libraries listed below
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆122Updated 5 years ago
- ☆71Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- ☆39Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated last year
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆52Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Notes on Advances in Financial Machine Learning☆75Updated 6 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆69Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Master repository for the pandas-ml modules☆160Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 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…☆62Updated 5 months ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 8 months ago
- Materials for blogs and conferences☆67Updated 3 years ago
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Updated 3 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆109Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆62Updated last year
- To classify trades into buyer- and seller-initiated.☆134Updated 2 years ago