lucaskienast / NLP-on-10Ks-from-EDGAR-DBLinks
This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
☆10Updated 3 years ago
Alternatives and similar repositories for NLP-on-10Ks-from-EDGAR-DB
Users that are interested in NLP-on-10Ks-from-EDGAR-DB are comparing it to the libraries listed below
Sorting:
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆14Updated 2 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- ☆26Updated 9 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆33Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Applying NLP framework to 10-K filings in equity markets☆14Updated 3 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 3 months ago
- ☆14Updated 4 years ago
- Time series regime analysis in python☆13Updated 2 years ago
- An investment portfolio of stocks is created using Long Short-Term Memory (LSTM) stock price prediction and optimized weights. The perfor…☆34Updated last year
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆13Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- An equity analysis on momentum factor investing.☆10Updated 6 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- experiments with crypto trading☆16Updated 10 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- ☆12Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆42Updated last month
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆17Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.