☆40Jun 19, 2023Updated 2 years ago
Alternatives and similar repositories for regimedetection
Users that are interested in regimedetection are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python implementation for regime-dependent portfolio optimization☆15Oct 14, 2023Updated 2 years ago
- ☆14Dec 8, 2022Updated 3 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- Regime-Switching Model☆20Nov 9, 2017Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Aug 5, 2022Updated 3 years ago
- detecting regime of financial market☆49Sep 30, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS☆34Oct 13, 2022Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Serverless Scraper for Cryptocurrency Order Book Data☆15Dec 8, 2022Updated 3 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- There are the codes needed for the paper: Wasserstein K-means for clustering probability distributions☆19Oct 20, 2022Updated 3 years ago
- Financial Portfolio Optimization Algorithms☆61Jul 5, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆10Jun 8, 2017Updated 8 years ago
- Weight Agnostic Neural Networks (in Python)☆18Jun 17, 2019Updated 6 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- ☆10Aug 10, 2021Updated 4 years ago
- python 3 scraper for coinmarketcap historical data☆11May 28, 2018Updated 7 years ago
- A Python library for the fast symbolic approximation of time series☆51Apr 25, 2026Updated last week
- Trading indicators created by Bill Williams.☆34Aug 21, 2018Updated 7 years ago
- Machine Learning in the browser☆15Dec 27, 2025Updated 4 months ago
- Python implementation for solving log-periodic power law formulae for stock price prediction☆22Apr 5, 2015Updated 11 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)☆302Jan 11, 2024Updated 2 years ago
- This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility☆32Nov 23, 2023Updated 2 years ago
- Estimation of realized quantities☆18Aug 26, 2019Updated 6 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 3 years ago
- This repo contains the code for the reinforcement learning course project https://github.com/cuhkrlcourse☆12May 24, 2020Updated 5 years ago
- Cryptocurrency Trading Bot. Full Course☆15Sep 8, 2021Updated 4 years ago
- The repository contains the code for project for DS 5500 course at Northeastern.☆36Dec 8, 2019Updated 6 years ago
- This software allows to run a lot of experiments using trading indicators invented by Bill Williams☆13Aug 22, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- World beating online covariance and portfolio construction.☆322Oct 13, 2025Updated 6 months ago
- In this repository, I have mentioned all the time series analysis methods from statsmodels library to analyse and model time-series data.☆36Oct 10, 2022Updated 3 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆179Aug 20, 2024Updated last year
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Oct 4, 2019Updated 6 years ago
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Jun 9, 2021Updated 4 years ago
- Collect orderbook data from crypto exchanges and publish as GRPC☆13Jun 19, 2022Updated 3 years ago