ronnieqt / mlfactor-pyLinks
Machine Learning for Factor Investing in Python
☆10Updated 4 years ago
Alternatives and similar repositories for mlfactor-py
Users that are interested in mlfactor-py are comparing it to the libraries listed below
Sorting:
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- Advanced Risk and Portfolio Management Resources☆31Updated 6 years ago
- Baruch course - Market Microstructure☆14Updated 9 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Research Repo (Archive)☆75Updated 4 years ago
- ☆24Updated 5 years ago
- Basic Limit Order Book functions☆22Updated 7 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- ☆31Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- Baruch MFE MTH9894☆13Updated 8 years ago
- ☆21Updated 6 years ago
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆32Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask credit. Further, outstanding del…☆10Updated 2 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- baruch mfe mth9814 financial instruments☆15Updated 7 years ago
- SABR Implied volatility asymptotics☆22Updated 5 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆26Updated 2 years ago
- Baruch MFE program quant lab☆29Updated 7 years ago
- ☆18Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆16Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago