leowhitehead / automated-tradingLinks
Backup of pdf 'Max Dama on Automated Trading' from http://isomorphisms.sdf.org/maxdama.pdf (now offline). obviously not my own work
☆18Updated 6 years ago
Alternatives and similar repositories for automated-trading
Users that are interested in automated-trading are comparing it to the libraries listed below
Sorting:
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- ☆13Updated last year
- My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.☆35Updated 2 years ago
- An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced …☆83Updated 4 months ago
- Nonlinear Nonparametric Statistics☆100Updated 2 weeks ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆353Updated 9 months ago
- Tool to support backtests☆49Updated this week
- High-performance option pricing and volatility modeling library.☆77Updated 5 months ago
- Quantitative finance example applications on GPUs using portable programming models.☆92Updated last year
- Dr Paul Bilokon's MSc at the University of Oxford: Bayesian methods for solving estimation and forecasting problems in the high-frequency…☆24Updated last year
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 3 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 6 years ago
- Technical documents on a variety of topics, created for the purpose of learning☆54Updated 2 weeks ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆100Updated 3 weeks ago
- M6-Forecasting competition☆43Updated 2 years ago
- Monte Carlo Submission Examples☆17Updated last year
- A package for Shrinkage Estimation of Covariance Matrices☆31Updated last year
- PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"☆36Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆26Updated 3 years ago
- WarpGBM: High-Speed Gradient Boosting☆93Updated 2 months ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.☆72Updated 8 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆69Updated last month
- ☆73Updated last year
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆122Updated 3 months ago
- Implements Path Shadowing Monte Carlo (PSMC).☆87Updated last year
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆95Updated 4 months ago
- notebooks used in quant club episodes☆18Updated 2 years ago