m1balcerak / financial_labelsLinks
Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/2012.03078
☆26Updated 2 years ago
Alternatives and similar repositories for financial_labels
Users that are interested in financial_labels are comparing it to the libraries listed below
Sorting:
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- ☆22Updated 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
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- ☆17Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆37Updated 2 years ago
- ☆20Updated 2 years ago
- calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximat…☆14Updated last year
- my talk for credit suisse☆38Updated this week
- ☆35Updated 7 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆33Updated last year
- Trading instruments for large timeseries☆11Updated 2 years ago
- Demo for the application of RL to non-stationary effects☆45Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Tool to support backtests☆44Updated this week
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 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
- ☆27Updated 7 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Volatility models for stock prices using deep learning and mixture models.☆16Updated 2 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- ☆41Updated 3 years ago