kaiwenShen / Do-You-Really-Need-to-Pay-2-20-Hedge-Fund-Strategy-Replication-via-Machine-LearningLinks
Hedge fund replication via machine learning
☆12Updated 2 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…☆65Updated this week
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆42Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆131Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆68Updated 10 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆41Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆118Updated last year
- This project tries to replicate hedge funds returns.☆25Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- ☆41Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆26Updated 2 years ago
- Python library for asset pricing☆115Updated last year
- CS7641 Team project☆95Updated 4 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆123Updated 3 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Python Code for Quantitative Finance Papers☆39Updated 8 months ago
- ☆46Updated 4 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆66Updated last month
- Portfolio Construction and Risk Management book's Python code.☆107Updated last week
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆24Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆53Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆78Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆62Updated 4 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆166Updated last month