quantrocket-codeload / fundamental-factorsLinks
Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.
☆15Updated last year
Alternatives and similar repositories for fundamental-factors
Users that are interested in fundamental-factors are comparing it to the libraries listed below
Sorting:
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- ☆21Updated 6 years ago
- ☆59Updated 8 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Mean Reversion Trading Strategy☆27Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆62Updated 3 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- CS7641 Team project☆96Updated 5 years ago
- AI based alpha research for trading☆49Updated 3 years ago
- ☆31Updated 2 years ago
- ☆25Updated 7 years ago
- ☆23Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- ☆42Updated 2 years ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Updated 3 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- ☆41Updated 4 years ago
- ☆24Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago