gylx / GTNRL-TradingLinks
☆41Updated 3 years ago
Alternatives and similar repositories for GTNRL-Trading
Users that are interested in GTNRL-Trading are comparing it to the libraries listed below
Sorting:
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated 2 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆62Updated 2 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆73Updated 3 years ago
- ☆41Updated 4 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- ☆40Updated 4 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- ☆50Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆42Updated 5 months ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆66Updated last month
- Time Series Prediction of Volume in LOB☆57Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆35Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆24Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated last year
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- detecting regime of financial market☆37Updated 2 years ago