roman807 / Predicting-Stock-Market-Crashes
☆64Updated 5 years ago
Related projects: ⓘ
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆44Updated 6 years ago
- ☆68Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆53Updated 5 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆116Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆118Updated 4 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 5 years ago
- ☆34Updated 3 years ago
- ☆28Updated this week
- ☆35Updated 2 years ago
- A machine learning approach to investment portfolio composition. The program analyzes the fundamentals of the listed companies on the S&P…☆70Updated 4 years ago
- ☆84Updated this week
- Stock and Forex market prediction using ML and time-series modelling☆33Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆59Updated last year
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆117Updated 5 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆54Updated 5 years ago
- Pair Trading Strategy using Machine Learning written in Python☆109Updated 2 years ago
- Research and Backtests I have been working on...enjoy☆68Updated 3 years ago
- ☆193Updated 4 years ago
- ☆63Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Udacity NANODEGREE Program(Partner with World Quant): Projects designed by industry experts, covering topics from asset management to tra…☆48Updated 2 years ago
- Source code for my personal blog☆180Updated this week
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 4 months ago
- Financial Analysis in Python☆30Updated 5 years ago
- Links to Algorithms and their Writeups that I've developed at QuantConnect☆29Updated 3 years ago
- Repository of Python for Finance Cookbook, published by Packt☆85Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆119Updated 3 years ago
- ☆51Updated last year
- Machine Learning Algorithm To Predict Stock Direction☆49Updated 3 months ago
- ☆108Updated 6 months ago