hsm207 / trading_evolvedLinks
Code from the Trading Evolved book
☆46Updated 5 years ago
Alternatives and similar repositories for trading_evolved
Users that are interested in trading_evolved are comparing it to the libraries listed below
Sorting:
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- ☆25Updated 7 years ago
- Trading Evolved book code☆81Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆215Updated 8 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- ☆76Updated last year
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆79Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- ☆65Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆139Updated 3 months ago
- Code and data for my blogs☆91Updated 4 years ago
- Source code for my personal blog☆195Updated 2 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆75Updated last year
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- Official Repository☆130Updated 4 years ago
- Option visualization python package☆157Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- An event-driven backtester☆111Updated 5 years ago