oemof / marketlib
Project to model the trading of energy to different markets using various power plant models
☆10Updated 2 years ago
Alternatives and similar repositories for marketlib:
Users that are interested in marketlib are comparing it to the libraries listed below
- What is the SOTA technique for forecasting day-ahead and intraday market prices for electricity in Germany?☆30Updated last year
- This is a Python implementation of the Heston model for option pricing using Monte Carlo simulation. The code takes in parameters and gen…☆12Updated last year
- Define a strategy to trade between day ahead and intraday electricity markets with the help of machine learning models☆31Updated 5 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆105Updated last year
- Tracking S&P 500 index with deep learning model☆11Updated last year
- PJM data miner scripts to make exporting data easier. PJM is a regional transmission organization (RTO) that coordinates the movement of…☆27Updated 5 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆53Updated 2 weeks ago
- ☆13Updated 8 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆15Updated 3 years ago
- ☆35Updated last year
- Predicts the CAISO day-ahead market hourly prices using different forecasting methods including ARIMA and LSTM.☆19Updated 4 years ago
- detecting regime of financial market☆34Updated 2 years ago
- Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.☆13Updated last year
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆14Updated 6 months ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆74Updated 2 years ago
- ☆80Updated 2 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆144Updated 5 months ago
- Semi-automatic analysis of a financial series using Python.☆11Updated 3 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆87Updated last week
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆100Updated 11 months ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆58Updated this week
- SVI volatility surface model and an example of China 50ETF option☆62Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆67Updated 2 years ago
- ☆13Updated 5 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Updated 5 years ago