roman807 / Predicting-Stock-Market-CrashesLinks
☆65Updated 7 years ago
Alternatives and similar repositories for Predicting-Stock-Market-Crashes
Users that are interested in Predicting-Stock-Market-Crashes are comparing it to the libraries listed below
Sorting:
- ☆73Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Source code for my personal blog☆195Updated 2 months ago
- ☆117Updated last year
- ☆38Updated 3 years ago
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆266Updated 6 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- ☆41Updated 4 years ago
- ☆195Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆71Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆267Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆219Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- ☆126Updated 6 years ago
- Repository of demo strategies for the Blueshift platform☆174Updated last month
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Analyzing stock market trends using several different indicators in quantum finance. I explore machine learning and standard crossovers t…☆103Updated 2 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- ☆215Updated 8 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Markowitz portfolio optimisation (efficient frontier) in Python☆203Updated 7 years ago
- Python Code for Option Analysis☆45Updated 6 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
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago