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)
β11Updated 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
- Find trading pairs with Machine Learningβ41Updated 3 years ago
- A financial trading method using machine learning.β59Updated last year
- β57Updated last year
- Design your own Trading Strategyβ36Updated 10 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio returβ¦β26Updated 3 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
- Repository containing code for article: Quantconnect β A Complete Guide on https://algotrading101.com/β14Updated 4 years ago
- Developing a long/short equity investment portfolio with Machine Learning predictions using data acquired from web-scraping. Flatiron Modβ¦β39Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.β63Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocationβ29Updated 3 weeks ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradiβ¦β18Updated 6 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.β24Updated 6 years ago
- Different quantitative trading models researchβ53Updated last month
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.β10Updated 8 months ago
- A Library for Algorithmic Trading with Alpaca in Pythonβ20Updated 6 months ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair tradingβ12Updated 2 years ago
- β23Updated 2 years ago
- Developing a trend following model using futuresβ31Updated last year
- Intraday momentum strategy that buys (sells) leveraged ETFs late in the trading session following a significant intraday gain (loss) and β¦β24Updated 8 months ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european swβ¦β16Updated 5 years ago
- Visualising correlations between different ETFs using network analytics and Plotlyβ33Updated 2 years ago
- quantitative - Quantitative finance back testing libraryβ64Updated 5 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1β¦β25Updated 8 months ago
- Dispersion Trading using Optionsβ31Updated 7 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"β29Updated 2 years ago
- β17Updated 8 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI modelβ17Updated 4 years ago
- Testing trading signals of commodity futuresβ15Updated 4 years ago
- β’ Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotβ¦β45Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resourceβ14Updated 5 years ago