marketneutral / pairs-trading-with-MLLinks
☆216Updated 8 years ago
Alternatives and similar repositories for pairs-trading-with-ML
Users that are interested in pairs-trading-with-ML are comparing it to the libraries listed below
Sorting:
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆268Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆219Updated 4 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- experiments with pair trading☆327Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆135Updated last year
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- trend / momentum and other patterns in financial timeseries☆274Updated 4 years ago
- Source code for my personal blog☆195Updated 3 weeks ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆169Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆157Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆378Updated 7 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆81Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆94Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆315Updated 9 months ago
- Research Repo (Archive)☆74Updated 5 years ago
- Quantitative finance research tools in Python☆445Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆181Updated 3 years ago
- Option and stock backtester / live trader☆277Updated last year
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago