jenniyanjie / successful-algorithmic-tradingLinks
the book with script
☆79Updated 8 years ago
Alternatives and similar repositories for successful-algorithmic-trading
Users that are interested in successful-algorithmic-trading are comparing it to the libraries listed below
Sorting:
- High Frequency Trading☆110Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆164Updated 8 years ago
- Applying Deep Learning and NLP in Quantitative Trading☆106Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆235Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆81Updated 6 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- This project explores the way to construct the multiple factor risk model to calculate the risk contribution of each factor and the total…☆73Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆90Updated 2 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- A Survey of Multi-Factor Models☆40Updated 10 years ago
- ☆73Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- The random forest, FFNN, CNN and RNN models are developed to predict the movement of future trading price of Netflix (NFLX) stock using t…☆61Updated 3 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆64Updated 3 years ago
- backtrader with DRL ( Deep Reinforcement Learning)☆69Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆64Updated 8 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆65Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆122Updated 3 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆266Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Price Prediction with Machine Learning Models (practicum project at CME group)☆70Updated 9 years ago
- Code and data for my blogs☆91Updated 4 years ago
- ☆214Updated 8 years ago