ram-ki / 101_formulaic_alphasLinks
Implemention of 101 formulaic alphas using qstrader
☆38Updated 3 years ago
Alternatives and similar repositories for 101_formulaic_alphas
Users that are interested in 101_formulaic_alphas are comparing it to the libraries listed below
Sorting:
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms using GPT-4☆80Updated last week
- ☆47Updated 2 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆55Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆69Updated last year
- Research Repo (Archive)☆75Updated 5 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆67Updated 3 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- ☆22Updated last year
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- ☆73Updated 5 years ago
- ☆63Updated 10 months ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 2 years ago
- ☆53Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆42Updated 10 months ago