hudson-and-thames / march_applications_21Links
Skillset Challenge for the Apprenticeship Program
☆21Updated 3 years ago
Alternatives and similar repositories for march_applications_21
Users that are interested in march_applications_21 are comparing it to the libraries listed below
Sorting:
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 2 months ago
- ☆51Updated 4 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- Notebooks based on financial machine learning.☆52Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 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
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- Research Repo (Archive)☆75Updated 4 years ago
- ☆27Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- ☆73Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆35Updated 7 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Implementation of AFML Book☆21Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 6 months ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆61Updated 6 years ago
- public version of MLFINLAB from Hudson-Thames☆23Updated 3 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆29Updated 5 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago