hudson-and-thames / example-notebooksLinks
☆20Updated 2 years ago
Alternatives and similar repositories for example-notebooks
Users that are interested in example-notebooks are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- ☆44Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- The goal of the project is to build algorithmic trading system.☆27Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆82Updated last year
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- ☆35Updated 7 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21Updated 4 years ago
- ☆12Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆86Updated 3 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆132Updated 6 months ago
- Different quantitative trading models research☆54Updated 9 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆26Updated 4 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Deep learning modelling of orderbooks☆100Updated 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
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆57Updated last week
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆71Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year