jjakimoto / finance_ml
Advances in Financial Machine Learning
☆775Updated 2 years ago
Alternatives and similar repositories for finance_ml:
Users that are interested in finance_ml are comparing it to the libraries listed below
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,776Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆533Updated 2 months ago
- Quantitative finance research tools in Python☆420Updated 2 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆706Updated 7 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,677Updated 6 months ago
- Mostly experiments based on "Advances in financial machine learning" book☆552Updated 4 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆940Updated last year
- Sources codes for: Mastering Python for Finance, Second Edition☆418Updated 4 months ago
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆792Updated last year
- GPU-accelerated Factors analysis library and Backtester☆685Updated last week
- Resources for Quantitative Finance☆745Updated 10 months ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆881Updated last year
- Portfolio optimization with deep learning.☆996Updated last year
- Open sourced research notebooks by the QuantConnect team.☆590Updated 11 months ago
- A framework for quantitative finance In python.☆808Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆360Updated 6 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆208Updated 3 years ago
- A nimble options backtesting library for Python☆1,078Updated 9 months ago
- Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.☆610Updated 4 years ago
- Learn Algorithmic Trading, Published by Packt☆871Updated 2 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆402Updated last year
- An open source library for portfolio optimisation☆360Updated last year
- Quantitative Finance and Algorithmic Trading☆347Updated 9 years ago
- Backtest and live trading in Python☆585Updated 10 months ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,363Updated 9 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆581Updated 2 weeks ago
- Python-based framework for backtesting trading strategies & analyzing financial markets [GUI ]☆729Updated 2 years ago
- Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy☆1,160Updated 4 years ago
- ☆496Updated last year
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆260Updated 2 years ago