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:
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆116Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Materials for blogs and conferences☆69Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- ☆73Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆41Updated 4 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- Deep Reinforcement Learning For Trading☆106Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆168Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 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
- Research Repo (Archive)☆75Updated 4 years ago
- Backtesting toolbox for trading strategies☆113Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆35Updated 7 years ago
- ☆194Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆87Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago
- ☆66Updated 6 years ago