An expansion of the Triple-Barrier Method by Marcos López de Prado
☆56Nov 7, 2023Updated 2 years ago
Alternatives and similar repositories for barrier-method
Users that are interested in barrier-method are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Meta labeling is a method of determining the size of the bet.☆37Jun 8, 2022Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆103Mar 10, 2023Updated 3 years ago
- ☆26Sep 19, 2021Updated 4 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆26Apr 29, 2020Updated 6 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆158May 2, 2024Updated 2 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Replication of https://ssrn.com/abstract=3984925☆57Mar 27, 2024Updated 2 years ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆17Mar 24, 2023Updated 3 years ago
- ☆16Jul 25, 2025Updated last year
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆51Jan 18, 2025Updated last year
- B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.☆16Aug 22, 2021Updated 4 years ago
- ☆16Aug 3, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆658Feb 11, 2026Updated 6 months ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆16Jul 20, 2021Updated 5 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆20Sep 24, 2024Updated last year
- Piecewise quadratic approximation to the Black-Scholes value of a straddle vs. stock price☆15Jan 15, 2026Updated 7 months ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- End-to-end ML-enhanced Hierarchical Risk Parity (HRP) portfolio strategy for multi-crypto assets: from research and feature engineering (…☆18Dec 12, 2025Updated 8 months ago
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated last month
- SigFormer: Signature Transformer for Deep Hedging (ICAIF 2023)☆20Oct 23, 2023Updated 2 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.
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆102Sep 8, 2022Updated 3 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆20Sep 5, 2025Updated 11 months ago
- ☆44Dec 8, 2022Updated 3 years ago
- ☆16Jan 11, 2021Updated 5 years ago
- detecting regime of financial market☆122Sep 30, 2022Updated 3 years ago
- Cross-sectional stock selection on the S&P 500 using fundamental, technical, and macro factors. XGBoost classifies direction while meta-l…☆16Apr 28, 2026Updated 3 months ago