Notebook for <Advances in Financial Machine Learning> using Python 3.7
☆43Feb 2, 2019Updated 7 years ago
Alternatives and similar repositories for Selfstudy-note-for-advances-in-financial-machine-learning
Users that are interested in Selfstudy-note-for-advances-in-financial-machine-learning are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 5 years ago
- Implementing features from "Advances in Financial Machine Learning" by Marcos López del Prado in a financial algorithm using Enigma Catal…☆11Jul 13, 2020Updated 5 years ago
- ☆394May 22, 2023Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,910Dec 8, 2022Updated 3 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 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.
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 7 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆37Apr 25, 2017Updated 9 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆231Jun 11, 2021Updated 4 years ago
- In the high-frequency era of trading, orders of stocks can be executed under a millsecond. The information about the thousands of orders …☆10Mar 30, 2016Updated 10 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆136Nov 20, 2019Updated 6 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆830Sep 5, 2024Updated last year
- Advances in Financial Machine Learning☆800Jan 11, 2023Updated 3 years ago
- Building a High Frequency Trading Engine with Neural Networks☆12Apr 2, 2018Updated 8 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.
- An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book☆12Jun 21, 2022Updated 3 years ago
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- Computer Engineering Senior Project. Machine Learning High Frequency Stock Trading Algorithm on an FPGA☆16Dec 4, 2019Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆100Mar 10, 2023Updated 3 years ago
- source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html☆38Jul 12, 2018Updated 7 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Jul 20, 2021Updated 4 years ago
- Pairs Trading with Alpaca - created on behalf of AlgoTrading101.com for alpaca.markets/learn☆17Dec 8, 2020Updated 5 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- High Frequency Trading bot for 2019 Traders at MIT, HFT Case. I placed 4th in the HFT competition (2nd overall) out of 120.☆19Oct 27, 2019Updated 6 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆631Feb 11, 2026Updated 3 months ago
- Apply different deep learning models to limit order book.☆12Mar 6, 2018Updated 8 years ago
- Machine learning approach to high frequency trading, MLP & RNN used☆22Jun 22, 2016Updated 9 years ago
- This repository will follow the book "Advances in Financial Machine Learning" by marcos lopez de prado.☆10Feb 28, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆24Jan 26, 2020Updated 6 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆26Mar 10, 2018Updated 8 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 4 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30May 1, 2022Updated 4 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆28May 29, 2020Updated 5 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆335Dec 16, 2023Updated 2 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆567Nov 29, 2020Updated 5 years ago