nakulnayyar / ML-KNearest-VXXLinks
Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
☆15Updated 9 years ago
Alternatives and similar repositories for ML-KNearest-VXX
Users that are interested in ML-KNearest-VXX are comparing it to the libraries listed below
Sorting:
- Automatically generate Support & Resistance Lines on charts☆20Updated 9 years ago
- ☆24Updated 9 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Asynchronous financial data management☆21Updated 7 years ago
- ☆27Updated 6 years ago
- Statistical arbitrage simulation, modeling and backtesting with Python.☆57Updated 8 years ago
- Automatically exported from code.google.com/p/ibswigsystematicexamples☆36Updated 8 years ago
- ☆44Updated 5 years ago
- Code for various data snooping tests on financial time series.☆20Updated 10 years ago
- obAnalytics Shiny front-end☆75Updated 6 years ago
- ☆35Updated 7 years ago
- finance☆43Updated 7 years ago
- Computational Finance related Python Code☆28Updated 9 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- R package for fitting the partially cointegrated model☆15Updated 2 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- ☆36Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- With real market data using Black Scholes and Brentq☆24Updated 5 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- Eurex VSTOXX & Variance Advanced Services☆28Updated 9 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.☆54Updated 10 years ago
- This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…☆54Updated 10 years ago
- A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com☆51Updated 10 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago