kevincdurand1 / Machine-Learning-for-Algorithmic-Trading-Second-EditionLinks
Machine Learning for Algorithmic Trading, Second Edition - published by Packt
☆21Updated 5 years ago
Alternatives and similar repositories for Machine-Learning-for-Algorithmic-Trading-Second-Edition
Users that are interested in Machine-Learning-for-Algorithmic-Trading-Second-Edition are comparing it to the libraries listed below
Sorting:
- ☆89Updated last month
- This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.☆184Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hed…☆293Updated 4 years ago
- High-frequency statistical arbitrage☆231Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆134Updated last year
- Code and data for my blogs☆91Updated 4 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆162Updated last year
- experiments with pair trading☆326Updated 11 months ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 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
- Some notebooks with powerful trading strategies.☆97Updated 4 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆75Updated 3 years ago
- ☆170Updated last year
- A library of quantiative algorithms for algorithmic trading implemented with Python☆87Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Deep Learning Statistical Arbitrage☆246Updated 3 years ago
- ☆26Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Udacity nanodegree: AI for Trading☆249Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- This project uses Deep Reinforcement Learning (DRL) to develop and evaluate stock trading strategies. By implementing agents like PPO, A2…☆88Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆68Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆152Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆168Updated last year
- ☆83Updated 11 months ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆86Updated 3 years ago
- ☆76Updated last year