Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost classification model is adopted to predict whether the stock is profitable in the next month, and the positions are adjusted monthly. The idea of mean-variance analysis is adopted for risk control, and the volat…
☆21Aug 4, 2020Updated 5 years ago
Alternatives and similar repositories for Quantitative-Trading-Strategy-Based-on-Machine-Learning
Users that are interested in Quantitative-Trading-Strategy-Based-on-Machine-Learning are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in Chi…☆92Jul 1, 2021Updated 4 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- ☆11Oct 24, 2025Updated 5 months ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- 📈 如何用深度强化学习自动炒股☆13Mar 31, 2020Updated 6 years ago
- Deploy open-source AI quickly and easily - Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆28Dec 17, 2020Updated 5 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- 本项目提供了面向中文的XLNet预训练模型，旨在丰富中文自然语言处理资源，提供多元化的中文预训练模型选择。 我们欢迎各位专家学者下载使用，并共同促进和发展中文资源建设。☆11May 30, 2023Updated 2 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- Python Vector Search tutorial generated using gpt4☆12Mar 18, 2023Updated 3 years ago
- This script loads desired stock price training data, trains an XGBoost Regressor for Time Series Forecasting (allowing fine-tuning) and d…☆13Jul 6, 2022Updated 3 years ago
- 雪球结构产品定价☆29Sep 25, 2023Updated 2 years ago
- ☆13Aug 1, 2023Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The impact of text pre-processing methods on the performance of deep learning models for the toxic comments classification☆11Jan 12, 2021Updated 5 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- 跨品种套利(期货) ，期货的跨品种套利策略☆16Jan 31, 2018Updated 8 years ago
- L1 Trend Filtering☆19Apr 17, 2024Updated last year
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Explore tips and tricks to deploy machine learning models with Docker.☆13Jul 6, 2023Updated 2 years ago
- 【Framework】A Multi Factor Strategy based on XGboost, its my homework project in Tsinghua, the Introduction to Quantitative Finance, 2019 …☆17Dec 17, 2022Updated 3 years ago
- Mathematical Programming Toolbox for AMPL/GMPL☆14Apr 7, 2019Updated 7 years ago
- Visualising stock price predictions for several Machine Learning models using DASH, Python☆16Jul 28, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 weeks ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 3 months ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆79Sep 4, 2022Updated 3 years ago
- ORC wing model calibrator and simulator.☆15Jun 16, 2024Updated last year
- A first look into several time series datasets from quandl (namely top tech companies stock close prices) and an attempt to find patterns…☆16Mar 24, 2018Updated 8 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆48Apr 12, 2019Updated 7 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- A Marketing Mix Modelling project for an E-Commerce company☆14Oct 3, 2025Updated 6 months ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Analyze people's behavior, fears and beliefs in the light of the COVID-19 crisis.☆12Dec 3, 2021Updated 4 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 10 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- 基于基因表达式规划算法的因子挖掘☆36Sep 1, 2021Updated 4 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 6 years ago
- ☆28May 3, 2022Updated 3 years ago