gudbrandtandberg / CPSC540ProjectLinks
Project on financial forecasting using ML. Made by Anson Wong, Juan Garcia & Gudbrand Tandberg
☆172Updated 8 years ago
Alternatives and similar repositories for CPSC540Project
Users that are interested in CPSC540Project are comparing it to the libraries listed below
Sorting:
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆224Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆263Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆214Updated 4 years ago
- ☆194Updated 5 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆556Updated 4 years ago
- ☆214Updated 7 years ago
- QSTrader☆131Updated 6 years ago
- Source code for my personal blog☆194Updated 3 weeks ago
- Source code for the blog post on the evolution of the asset allocation methods☆216Updated 5 years ago
- Quantitative finance research tools in Python☆436Updated 2 years ago
- Backtesting toolbox for trading strategies - DEPRECATED☆111Updated 5 years ago
- A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…☆240Updated last year
- Simple backtesting software for options☆187Updated last year
- An open source library for portfolio optimisation☆361Updated last year
- MarketData☆117Updated last year
- Analysis of High Frequency Trading on Bitcoin exchanges☆165Updated 8 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆312Updated 6 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆380Updated last year
- Machine Learning for finance and investment introduction☆259Updated 7 years ago
- ☆128Updated 6 years ago
- Quantitative Finance and Algorithmic Trading☆378Updated 10 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆372Updated 7 years ago
- Fully functioning fast Limit Order Book written in Python☆195Updated 2 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 7 months ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆481Updated 3 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆172Updated 5 years ago