Replication of https://ssrn.com/abstract=3984925
☆55Mar 27, 2024Updated 2 years ago
Alternatives and similar repositories for replication-the-virtue-of-complexity-in-return-prediction
Users that are interested in replication-the-virtue-of-complexity-in-return-prediction are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Time-Causal VAE☆21Nov 8, 2024Updated last year
- ☆30Jun 6, 2025Updated 11 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆39Jul 5, 2023Updated 2 years ago
- ☆56Mar 14, 2021Updated 5 years ago
- ☆18Jun 13, 2022Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Data processing and visualization of (crypto) currencies dynamics and technical indicator☆12Apr 16, 2020Updated 6 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆235May 31, 2024Updated last year
- Functions for the construction of risk-based portfolios☆54May 16, 2021Updated 5 years ago
- Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.☆22Feb 10, 2023Updated 3 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆29Mar 6, 2025Updated last year
- This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.☆29Mar 9, 2021Updated 5 years ago
- Public code for our paper https://ssrn.com/abstract=3958331☆26Dec 6, 2021Updated 4 years ago
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆48Oct 22, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Code for Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading at WWW 2021☆20Jul 11, 2021Updated 4 years ago
- A HMM application in Kritzman Regime Detection☆15Jan 3, 2020Updated 6 years ago
- Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2023)☆371Jan 8, 2026Updated 4 months ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- An expansion of the Triple-Barrier Method by Marcos López de Prado☆54Nov 7, 2023Updated 2 years ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- Ontology dataset for open_numbers namespace☆10May 4, 2026Updated 3 weeks ago
- ☆11Sep 6, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- This Python Jupyter notebook explores conservative "all weather" investment portfolios☆26Sep 8, 2022Updated 3 years ago
- An extension to the R tidyverse for automated ML. The package allows fitting and cross validation of linear regression and classification…☆17Apr 29, 2025Updated last year
- PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics☆52May 19, 2020Updated 6 years ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆15Aug 28, 2022Updated 3 years ago
- This repository shows the application of PCA technique for risk factor modelling of financial securities.☆20Apr 29, 2020Updated 6 years ago
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆16May 16, 2021Updated 5 years ago
- Companion repo to Medium article titled "Implementing Seq2Seq Models for Efficient Time Series Forecasting"☆21Jul 19, 2023Updated 2 years ago
- ☆31Jan 1, 2026Updated 4 months 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.
- ☆61Feb 17, 2023Updated 3 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated 9 months ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆22Nov 21, 2021Updated 4 years ago
- simple utility to convert metastockdata to pandas dataframe☆11Oct 1, 2022Updated 3 years ago
- Julia package providing access to the Fama-French data available on the Ken French Data Library☆11Oct 26, 2025Updated 7 months ago
- Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"☆974Oct 22, 2025Updated 7 months ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 5 years ago