purvasingh96 / StockGram-Intelligent-Portfolio-Manager
πThis repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
β12Updated 4 years ago
Alternatives and similar repositories for StockGram-Intelligent-Portfolio-Manager
Users that are interested in StockGram-Intelligent-Portfolio-Manager are comparing it to the libraries listed below
Sorting:
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.β12Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair tradingβ12Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Modelβ24Updated 2 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimiβ¦β15Updated last year
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation β¦β11Updated 3 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI modelβ17Updated 5 years ago
- A low frequency statistical arbitrage strategyβ20Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β63Updated 5 years ago
- An equity analysis on momentum factor investing.β10Updated 6 years ago
- Find trading pairs with Machine Learningβ41Updated 3 years ago
- Testing trading signals of commodity futuresβ16Updated 5 years ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)β¦β13Updated 6 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decompositionβ30Updated 6 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"β31Updated 2 years ago
- Dynamic portfolio optimizationβ22Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1β¦β25Updated 2 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.β12Updated 3 years ago
- Optimizing the Pairs-Trading Strategy using Deep Reinforcement Learning with Trading and Stop-loss Boundariesβ13Updated 3 years ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).β17Updated 3 years ago
- β38Updated 2 years ago
- β’ Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotβ¦β46Updated 4 years ago
- β27Updated 3 years ago
- β18Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.β63Updated 2 years ago
- β22Updated 5 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Pradβ¦β13Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio β¦β44Updated 2 years ago
- detecting regime of financial marketβ36Updated 2 years ago
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a β¦β12Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returβ¦β30Updated 4 years ago