quantopian / mlfinlabLinks
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
☆63Updated 2 years ago
Alternatives and similar repositories for mlfinlab
Users that are interested in mlfinlab are comparing it to the libraries listed below
Sorting:
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆169Updated 3 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆167Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆86Updated 2 years ago
- Notebooks based on financial machine learning.☆52Updated 5 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
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆212Updated 4 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆124Updated 3 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆136Updated 8 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆264Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆73Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- ☆214Updated 7 years ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated last year
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- ☆194Updated 5 years ago
- ☆64Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆67Updated 4 years ago
- ☆115Updated last year
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated last month
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆253Updated 2 years ago