hudson-and-thames / example-notebooks
☆19Updated last year
Alternatives and similar repositories for example-notebooks:
Users that are interested in example-notebooks are comparing it to the libraries listed below
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- ☆40Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- ☆38Updated 2 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆18Updated 4 years ago
- ☆13Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆62Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆61Updated 9 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- ☆35Updated 7 years ago
- detecting regime of financial market☆36Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 9 months ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆14Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 6 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- ☆20Updated 2 years ago
- Implementation of AFML Book☆21Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Various python scripts to introduce mean reversion concepts.☆22Updated 6 years ago
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- ☆21Updated 5 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago