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:
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Updated last year
- DCC-GARCH(1,1) for multivariate normal distribution.☆62Updated 2 years ago
- Replication of https://ssrn.com/abstract=3984925☆53Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- ☆37Updated last year
- ☆22Updated last year
- Gerber robust statistics for portfolio optimization☆62Updated 3 years ago
- Code for the paper Volatility is (mostly) path-dependent☆73Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 11 months ago
- Market simulator☆61Updated 5 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆36Updated 2 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52Updated 5 years ago
- ☆70Updated 7 months ago
- DCC GARCH modeling in Python☆101Updated 6 years ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Updated 5 years ago
- ☆55Updated 4 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆130Updated 5 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆33Updated 2 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆65Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- ☆17Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆71Updated 7 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆86Updated last year
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆99Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆144Updated 4 years ago
- A machine learning tool that implements the class of state-dependent Hawkes processes.☆32Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆126Updated last year