robertmartin8 / machine-learning-asset-managementView external linksLinks
Machine Learning in Asset Management
☆20Jul 18, 2019Updated 6 years ago
Alternatives and similar repositories for machine-learning-asset-management
Users that are interested in machine-learning-asset-management are comparing it to the libraries listed below
Sorting:
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Apr 11, 2020Updated 5 years ago
- Code implementation of the Quantigic 101 Formulaic Alphas☆12Mar 7, 2019Updated 6 years ago
- mysql/MariaDB stock price database☆19Feb 15, 2021Updated 4 years ago
- Quantamental finance research with python☆154Jun 3, 2022Updated 3 years ago
- Implementing some electrodynamics stuff in python☆16May 26, 2017Updated 8 years ago
- Machine Learning for Factor Investing in Python☆10Nov 24, 2020Updated 5 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- One-off scripts/analysis, usually to accompany my blog posts.☆45Jan 25, 2022Updated 4 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- Course projects of mathematical market microstructure.☆14Sep 8, 2019Updated 6 years ago
- ☆27Oct 2, 2017Updated 8 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆13Nov 21, 2023Updated 2 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- quant trading algos and other things☆19Dec 8, 2022Updated 3 years ago
- Templates, code and notes for Kirill Eremenko's Machine Learning course☆75Nov 20, 2019Updated 6 years ago
- Dashboard to track crypto spot-futures premiums☆54Aug 29, 2022Updated 3 years ago
- Using graph algorithms to find arbitrage opportunities☆183Oct 14, 2019Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 7 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 4 years ago
- Twitter Mining in Java☆25Aug 4, 2014Updated 11 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Jan 1, 2018Updated 8 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆27Sep 9, 2020Updated 5 years ago
- ☆28Aug 26, 2024Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Dec 16, 2021Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆32Dec 2, 2013Updated 12 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆38Jul 5, 2023Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Apr 7, 2023Updated 2 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆31Sep 1, 2020Updated 5 years ago
- awesome-financial-networks☆39Jul 15, 2019Updated 6 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- 91-95 Jeep and Dodge EPROMS☆13Nov 25, 2025Updated 2 months ago
- Бот для пересылки сообщений из MAX в Telegram☆39Jan 25, 2026Updated 2 weeks ago
- In-memory OLAP SQL server for object storage data.☆14Oct 15, 2025Updated 4 months ago
- Bouncing DVD Logo☆11Apr 23, 2025Updated 9 months ago
- MATLAB code for pricing financial derivatives. Uses finite-difference methods to solve a modified version of the Black Scholes equation. …☆12Jun 11, 2018Updated 7 years ago
- iOS client application for the SUPLA open smart home platform.☆10Feb 2, 2026Updated last week