kaaaylaaa / causality-based-tradingLinks
☆22Updated last year
Alternatives and similar repositories for causality-based-trading
Users that are interested in causality-based-trading are comparing it to the libraries listed below
Sorting:
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Updated 2 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- ☆22Updated last year
- ☆70Updated 6 months ago
- Replication of https://ssrn.com/abstract=3984925☆53Updated last year
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆50Updated 11 months ago
- Code for the paper Volatility is (mostly) path-dependent☆71Updated last year
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test va…☆23Updated 2 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆32Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- ☆37Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- DCC GARCH modeling in Python☆100Updated 5 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- ☆55Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Multivariate GARCH modelling in Python☆16Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Custom Loss functions for asset return prediction with deep learning regression☆36Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆121Updated 11 months ago
- ☆17Updated 3 years ago
- implementation of the two-factor quintic OU model☆10Updated 9 months ago
- Modeling of intraday volatility and volume in financial markets☆16Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆96Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆56Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆83Updated last year
- ☆20Updated 11 months ago