kaneelgit / ML-QuantLinks
Notebooks and Code for ML based quant strategies
☆11Updated last month
Alternatives and similar repositories for ML-Quant
Users that are interested in ML-Quant are comparing it to the libraries listed below
Sorting:
- Using LSTM to execute a sector rotation trading strategy☆10Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆42Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆75Updated last year
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- ☆19Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …☆34Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- ☆41Updated 4 years ago
- ☆26Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- Deep learning for limit order book trading and mid-price movement☆55Updated 4 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- Different quantitative trading models research☆53Updated 8 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆42Updated last year
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago