philipperemy / stock-volatility-google-trends
Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
☆93Updated 3 years ago
Alternatives and similar repositories for stock-volatility-google-trends:
Users that are interested in stock-volatility-google-trends are comparing it to the libraries listed below
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- finance☆43Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆48Updated 5 years ago
- Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…☆48Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Some trading strategies implemented using Backtrader☆29Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆64Updated last year
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- Stock closing and opening forecasting using Deep neural network and LSTM(technical indicators included)☆20Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆132Updated 6 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 8 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- ☆106Updated 8 years ago
- Built a smart beta portfolio and compared it to a benchmark index by calculating the tracking error. Built a portfolio using quadratic pr…☆66Updated 6 years ago
- ☆72Updated 3 years ago
- Reinforcement Learning Script that trades Equities from Yahoo Finance☆77Updated 6 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago
- A Survey of Multi-Factor Models☆40Updated 9 years ago
- Deep learning for forecasting company fundamental data☆140Updated 5 years ago
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆44Updated 7 years ago
- Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.☆40Updated 7 years ago
- Reinforcement Learning for Automated Trading☆88Updated 8 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- ☆27Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆65Updated 7 years ago