replacementAI / A-Backtest-A-DayLinks
A backtest a day keeps the losses away!
☆15Updated 2 years ago
Alternatives and similar repositories for A-Backtest-A-Day
Users that are interested in A-Backtest-A-Day are comparing it to the libraries listed below
Sorting:
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- my talk for credit suisse☆39Updated last week
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Run hierarchical risk parity algorithms☆49Updated this week
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Time Series Prediction of Volume in LOB☆58Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆91Updated 2 years ago
- ☆45Updated 2 years ago
- Research Repo (Archive)☆75Updated 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
- By means of stochastic volatility models☆44Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆58Updated 2 weeks ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- Machine learning for portfolio management and trading with scikit-learn☆36Updated 3 weeks ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 4 years ago
- ☆53Updated 4 years ago
- Hierarchical Risk Parity☆29Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated 2 weeks ago
- Fuzzy Moving Average System with Genetic Algorithm Optimisation for Trading Crude Palm Oil Futures☆26Updated 6 years ago
- ☆15Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆32Updated last year
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 7 years ago