polakowo / mlprojectsLinks
Some of my ML projects and Kaggle competitions
☆24Updated 3 years ago
Alternatives and similar repositories for mlprojects
Users that are interested in mlprojects are comparing it to the libraries listed below
Sorting:
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Stochastic volatility models☆18Updated 7 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 11 months ago
- awesome-financial-networks☆39Updated 6 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 9 months ago
- Submission for the Optiver Challenge as part of the Hex Cambridge Hackathon in January 2021☆26Updated 3 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆24Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆30Updated last week
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 9 months ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Updated this week
- The goal of the project is to build algorithmic trading system.☆27Updated 5 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆61Updated last month
- Portfolio optimization with cvxopt☆40Updated last month
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- ☆27Updated 6 years ago
- ☆12Updated 2 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆19Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- ☆21Updated 3 years ago