lh4d / quantfinanceLinks
everything quantitative finance related
☆25Updated 5 years ago
Alternatives and similar repositories for quantfinance
Users that are interested in quantfinance are comparing it to the libraries listed below
Sorting:
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆28Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated 2 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆62Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆58Updated 5 years ago
- Stock and Forex market prediction using ML and time-series modelling☆39Updated 7 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆20Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Different quantitative trading models research☆55Updated last year
- Developed a deep learning model that allows trading firms to analyze large patterns of stock market data and look for possible permutatio…☆65Updated 6 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆19Updated 5 years ago
- Developing a trend following model using futures☆38Updated 2 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆22Updated last year
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- apolanco3225 / Deep-Reinforcement-Learning-for-Optimal-Execution-of-Portfolio-Transactions-using-DDPGPerforming a trading strategy using deep deterministic policy gradients to know when to buy, hold or sell stocks in a virtual environment…☆59Updated 6 years ago
- Quantitative Algorithmic Trading Arbitrage Bot for High Frequency Trading (HFT). Martha_Stewart executes trades at the best price by capi…☆59Updated 3 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆73Updated 8 months ago
- Deep q learning on determining buy/sell signal and placing orders☆51Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and …☆27Updated last year
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- ☆24Updated 5 years ago