lcamposgarrido / data-science_projects
Data Science Projects Repository
☆54Updated 5 years ago
Related projects: ⓘ
- Backtesting toolbox for trading strategies - DEPRECATED☆114Updated 4 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆142Updated 2 years ago
- ☆53Updated this week
- ☆193Updated 4 years ago
- Supported files and code examples for my futures.io webinars series☆65Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- ☆60Updated this week
- ☆35Updated 6 years ago
- ☆58Updated 5 years ago
- ☆68Updated 2 years ago
- Repository of Python for Finance Cookbook, published by Packt☆85Updated 3 years ago
- ☆35Updated 2 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆54Updated 5 years ago
- ☆123Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)☆128Updated 3 years ago
- An intelligent recommender system for stock analyzing, predicting and trading☆139Updated 2 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Pair Trading Strategy using Machine Learning written in Python☆109Updated 2 years ago
- ☆57Updated 7 years ago
- ☆84Updated this week
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆59Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆84Updated 2 years ago
- Python tools to quantitatively manage financial risk☆63Updated 4 years ago
- DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…☆226Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆117Updated 5 years ago
- ☆108Updated 6 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆59Updated last year
- A machine learning program that is able to recognize patterns inside Forex or stock data☆151Updated 4 years ago
- Source code for my personal blog☆180Updated this week