renatovotto / NostradamusLinks
Backtesting an algorithmic trading strategy using Machine Learning and Sentiment Analysis.
☆44Updated 2 years ago
Alternatives and similar repositories for Nostradamus
Users that are interested in Nostradamus are comparing it to the libraries listed below
Sorting:
- CS7641 Team project☆96Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆67Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 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
- ☆41Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- Collection of indicators that I used in my strategies.☆57Updated 4 months ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆120Updated 3 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Some notebooks with powerful trading strategies.☆95Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆66Updated last year
- Notebooks based on financial machine learning.☆52Updated 5 years 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
- Different quantitative trading models research☆53Updated 8 months ago
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆154Updated last year
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- Source Codes for the Book of Trading Strategies☆176Updated 3 years ago
- ☆41Updated 2 years ago
- This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some…☆126Updated 3 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆69Updated last year
- A python script that estimates the support and resistance lines of a stock's prices or a period☆76Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆106Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 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