omarkhursheed / finance-mlLinks
A project that uses machine learning techniques to build a backtesting engine for trading and to analyze stock market data and make predictions.
☆22Updated 7 years ago
Alternatives and similar repositories for finance-ml
Users that are interested in finance-ml are comparing it to the libraries listed below
Sorting:
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- LSTM stock prediction and backtesting☆14Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆25Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 7 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Cointegration Test in python☆28Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- 📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)☆12Updated 5 years ago
- keywords - Kmeans Clustering, Tsne, PCA, Indian Stocks, Johansen test☆32Updated 7 years ago
- Deep Neural Networks for Options Pricing (Python)☆49Updated 7 years ago
- XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project atte…☆44Updated 6 years ago
- ☆73Updated 3 years ago
- Dynamic portfolio optimization☆30Updated last year
- ☆23Updated 6 years ago
- Udacity NANODEGREE Program(Partner with World Quant): Projects designed by industry experts, covering topics from asset management to tra…☆57Updated 4 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆22Updated 8 years ago
- An intelligent recommender system for stock analyzing, predicting and trading☆141Updated 3 years ago
- quant trading strategy research☆24Updated 8 years ago
- ☆41Updated 4 years ago
- Trend Prediction for High Frequency Trading☆42Updated 3 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆26Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- This project combines logistic regression, gradient boosting, and LSTMs to predict next-month returns.☆13Updated 6 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- Deep q learning on determining buy/sell signal and placing orders☆50Updated 6 years ago
- ☆36Updated 3 years ago
- ☆38Updated 3 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Updated 9 years ago
- Research Repo (Archive)☆74Updated 5 years ago