hudson-and-thames / meta-labelingLinks
Code base for the meta-labeling papers published with the Journal of Financial Data Science
☆86Updated 2 years ago
Alternatives and similar repositories for meta-labeling
Users that are interested in meta-labeling are comparing it to the libraries listed below
Sorting:
- Research Repo (Archive)☆75Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- ☆51Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 6 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆119Updated 3 years 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
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- ☆115Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆87Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated 2 years ago
- ☆42Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- ☆40Updated 4 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Mean Reversion Trading Strategy☆26Updated 4 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Deep learning modelling of orderbooks☆97Updated 4 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆52Updated 3 years ago
- Notebooks based on financial machine learning.☆52Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year