marketneutral / pairs-trading-with-ML
☆207Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for pairs-trading-with-ML
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆198Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated last year
- experiments with pair trading☆254Updated last week
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆175Updated this week
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆155Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆121Updated 4 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆308Updated 7 months ago
- Notes on Advances in Financial Machine Learning☆76Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆152Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆119Updated 5 years ago
- CS7641 Team project☆84Updated 4 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆338Updated 6 years ago
- Pair Trading Strategy using Machine Learning written in Python☆113Updated 2 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆119Updated 8 months ago
- ☆230Updated last year
- A collection of homeworks of market microstructure models.☆205Updated 6 years ago
- Quantamental finance research with python☆137Updated 2 years ago
- Source Codes for the Book of Trading Strategies☆162Updated 2 years ago
- Quantitative finance research tools in Python☆411Updated last year
- Open source TCA (transaction cost analysis) Python library for FX spot☆233Updated 9 months ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆107Updated 8 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆287Updated 2 months ago
- Research Repo (Archive)☆69Updated 4 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆484Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆140Updated 3 weeks ago
- Option and stock backtester / live trader☆239Updated last week
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆96Updated 5 years ago
- ☆186Updated last year
- Performance analysis of predictive (alpha) stock factors☆310Updated last month