lh4d / quantfinanceLinks
everything quantitative finance related
☆23Updated 5 years ago
Alternatives and similar repositories for quantfinance
Users that are interested in quantfinance are comparing it to the libraries listed below
Sorting:
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆45Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- ☆24Updated 5 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆18Updated 4 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆50Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆68Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 5 years ago
- Developing a trend following model using futures☆34Updated 2 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 4 months ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Updated 2 years ago
- Implementation of algorithmic trading using reinforcement learning.☆29Updated 5 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
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆23Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆68Updated 6 years ago
- Trend Prediction for High Frequency Trading☆43Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- Different quantitative trading models research☆54Updated 9 months ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆15Updated 6 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- List of portfolio management resources, using Reinforcement Learning.☆41Updated last year