kaiwenShen / Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-LearningLinks
Hedge fund replication via machine learning
☆12Updated 3 years ago
Alternatives and similar repositories for Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning
Users that are interested in Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-Learning are comparing it to the libraries listed below
Sorting:
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Updated last week
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆83Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆77Updated 5 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆275Updated this week
- ☆152Updated 2 years ago
- Python library for asset pricing☆126Updated last year
- ☆73Updated 5 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆296Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆199Updated this week
- ☆19Updated 8 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆173Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆131Updated 10 months ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆177Updated 4 months ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- ☆86Updated last year
- Portfolio Construction and Risk Management book's Python code.☆164Updated this week
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last month
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated last year
- Quantitative Developer/Strategist/Researcher Roles☆40Updated last year
- Portfolio optimization with cvxopt☆40Updated last month
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆15Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago