marcello-goccia / deep-value-investing
A first experiment on how to use deep-value investing strategies to find valuable stocks
☆13Updated 2 years ago
Alternatives and similar repositories for deep-value-investing:
Users that are interested in deep-value-investing are comparing it to the libraries listed below
- Investment analysis based on the Graham and Buffett value investing methodology☆42Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 years ago
- ☆17Updated 8 years ago
- Testing trading signals of commodity futures☆16Updated 4 years ago
- Applying Deep Learning techniques to build neural networks for automated fundamental analysis of equities from quarterly (10-Q) and annua…☆14Updated 4 years ago
- Economic indicators using Python and APIs☆15Updated last year
- ☆24Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆12Updated 2 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 3 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆45Updated 4 years ago
- Design your own Trading Strategy☆36Updated 11 months ago
- Create a Model to predict movement of S&P 500 Index based on Quantitative, Qualitative and Public sentiment factors. • Natural language p…☆7Updated 7 years ago
- ☆10Updated 5 years ago
- Factor Investing Library☆23Updated 2 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated 3 weeks ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆17Updated 2 years ago
- Algorithmic trading and backtests using backtrader☆13Updated 2 years ago
- applications for risk management through computational portfolio construction methods☆38Updated 4 years ago
- everything quantitative finance related☆22Updated 4 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 5 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- Dispersion Trading using Options☆31Updated 7 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- Using Python and Tushare financial database☆24Updated 8 months ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago