larryleihua / fmlrLinks
Financial Machine Learning with R
☆15Updated 5 years ago
Alternatives and similar repositories for fmlr
Users that are interested in fmlr are comparing it to the libraries listed below
Sorting:
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 9 years ago
- R package for high frequency time series data management☆64Updated 7 months ago
- Probability of Backtest Overfitting☆48Updated 3 years ago
- Notebooks based on financial machine learning.☆15Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- ☆11Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Design of Risk Parity Portfolios☆116Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.☆16Updated 9 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 months ago
- R package for inference on the Sharpe ratio.☆20Updated last year
- finance☆43Updated 8 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆29Updated 5 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- MSGARCH R Package☆82Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- ☆13Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- ☆34Updated 2 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Hawkes Process Estimation☆52Updated 11 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago