marketneutral / stock-cluster-nlp
☆27Updated 7 years ago
Related projects ⓘ
Alternatives and complementary repositories for stock-cluster-nlp
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- By means of stochastic volatility models☆41Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- A financial trading method using machine learning.☆58Updated last year
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Machine Learning in Asset Management☆19Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- ☆70Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 7 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆30Updated 9 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- ☆57Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- generic project files☆37Updated 8 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆68Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆31Updated 10 years ago
- Time Series Prediction of Volume in LOB☆53Updated 7 months ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆38Updated 4 years ago
- Quantamental finance research with python☆139Updated 2 years ago
- ☆24Updated 6 years ago
- Research Repo (Archive)☆69Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago