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:
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- ☆73Updated 5 years ago
- Python library for asset pricing☆117Updated last year
- algorithmic trading using machine learning☆153Updated last month
- ☆145Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆141Updated 3 weeks ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆158Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆132Updated last year
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Updated this week
- The Official Repository of Mastering Financial Pattern Recognition☆153Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆185Updated 2 months ago
- ☆43Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆324Updated 3 weeks ago
- Implementation of 5-factor Fama French Model☆135Updated 4 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆75Updated 4 years ago
- ☆47Updated 3 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆166Updated last year
- Macrosynergy Quant Research☆159Updated last week
- HFT signals on GDAX☆111Updated 7 years ago
- Deep Learning Statistical Arbitrage☆245Updated 3 years ago
- ☆215Updated 8 years ago
- Codes for the concepts related to quantitative finance☆58Updated 3 weeks ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆156Updated last year
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆292Updated 4 years ago
- CS7641 Team project☆97Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago