giotto-ai / stock-market-crashesLinks
How to detect stock market crashes with topology.
☆82Updated 4 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
Sorting:
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆126Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated 2 years ago
- Materials for blogs and conferences☆69Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆74Updated 5 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- ☆27Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Financial Portfolio Optimization Algorithms☆56Updated 11 months ago
- ☆73Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 4 years ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- ☆66Updated 6 years ago
- Hierarchical Risk Parity☆28Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆63Updated last year
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last week
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆19Updated 8 months ago
- ☆40Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆70Updated 4 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year