mnewls / MLFINLAB
public version of MLFINLAB from Hudson-Thames
☆23Updated 3 years ago
Alternatives and similar repositories for MLFINLAB:
Users that are interested in MLFINLAB are comparing it to the libraries listed below
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Collection of indicators that I used in my strategies.☆53Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆60Updated 2 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆20Updated 4 months ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- ☆46Updated 3 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- ☆49Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 4 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆38Updated 2 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆54Updated 6 years ago
- ☆40Updated 4 years ago
- Trend Prediction for High Frequency Trading☆40Updated 2 years ago
- Examples of nautilus script☆35Updated 4 months ago
- Mean Reversion Trading Strategy☆25Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Build your own historical Limit Order Book dataset☆39Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆47Updated 5 years ago
- Baruch MFE 2019 Spring☆39Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆31Updated last year
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆92Updated 4 years ago
- ☆21Updated 5 years ago