krish240574 / ETFMachineLearningLinks
Implementation of a paper in q/KDB+ and python - "Forecasting ETFs with Machine Learning Algorithms" - Jim Kyung-Soo Liew and Boris Mayster
☆38Updated 6 years ago
Alternatives and similar repositories for ETFMachineLearning
Users that are interested in ETFMachineLearning are comparing it to the libraries listed below
Sorting:
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- ☆73Updated 3 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- ☆44Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated last year
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 7 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios☆22Updated 11 years ago
- Modeling the volatility of commodity futures Indices☆14Updated 8 years ago
- Gerber robust statistics for portfolio optimization☆58Updated 2 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- A model for forecasting stock volatility☆22Updated 8 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- Code for getting implied volatility in Python☆26Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years 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
- Factor Investing Library☆27Updated 2 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- ☆35Updated 7 years ago
- Extract and visualize implied volatility from option chain data☆39Updated 3 weeks ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆63Updated 2 years ago
- ☆22Updated 5 years ago
- High Frequency Trading☆109Updated 7 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆40Updated 6 years ago
- generic project files☆39Updated 8 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago