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
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- ☆39Updated 4 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- ☆12Updated last year
- Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars☆18Updated 3 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
- Portfolio optimization with cvxopt☆37Updated 2 months 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
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 11 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Time Series Prediction of Volume in LOB☆57Updated 11 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆61Updated last year
- Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado☆3Updated 2 years ago
- Design your own Trading Strategy☆37Updated last year
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- ☆22Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Backtest result archive for Momentum Trading Strategies☆52Updated 6 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆26Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆41Updated this week
- ☆19Updated 4 years ago
- ☆35Updated 7 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago