rspadim / Adv_Fin_MLLinks
Advances in Financial Machine Learning by Marcos Lopez De Prado
☆54Updated 6 years ago
Alternatives and similar repositories for Adv_Fin_ML
Users that are interested in Adv_Fin_ML are comparing it to the libraries listed below
Sorting:
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 6 years ago
- ☆73Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Generate various Alternative Bars both historically and at real-time.☆37Updated 3 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆133Updated 8 months ago
- ☆196Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- ☆215Updated 8 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- ☆36Updated 8 years ago
- Deep Q-Learning for Market Making☆127Updated 7 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 8 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆15Updated 4 years ago
- ☆25Updated 7 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
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆122Updated 3 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆87Updated 5 months ago
- Implementation of AFML Book☆21Updated 6 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
- ☆27Updated 6 years ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆97Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- ☆41Updated 4 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