quantopian / mlfinlab
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
☆62Updated 2 years ago
Alternatives and similar repositories for mlfinlab
Users that are interested in mlfinlab are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆124Updated 4 years ago
- Probability of Backtest Overfitting in Python☆124Updated last year
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆63Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆124Updated 5 years ago
- ☆60Updated 2 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆120Updated 2 years ago
- Pair Trading Strategy using Machine Learning written in Python☆117Updated 3 years ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆63Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆165Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆85Updated 4 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
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- ☆36Updated 3 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆73Updated 3 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆78Updated 10 months ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- ☆38Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- To classify trades into buyer- and seller-initiated.☆143Updated 2 years ago
- ☆40Updated 4 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆39Updated 6 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆76Updated 5 months ago