Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through exploratory data analysis, continuous series creation, and bar sampling, inspired by Marcos Lopez de Prado's work, I demonstrate efficient alternatives to costly data processing methods.
☆43Mar 19, 2024Updated 2 years ago
Alternatives and similar repositories for Advances-in-Financial-Machine-Learning
Users that are interested in Advances-in-Financial-Machine-Learning are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Explore building an advanced infrastructure for enhancing QuantConnect with Snowflake, Databricks, Airflow & AWS. Learn the basics of qua…☆15Jan 27, 2024Updated 2 years ago
- A practical introduction to Python for quantitative analysts, with code examples from basics to numerical finance.☆19Oct 15, 2023Updated 3 years ago
- Materials from the Webinar "How to build better portfolios with Python using Riskfolio-Lib"☆11Feb 4, 2025Updated last year
- Monte Carlo simulation of the Heston stochastic volatility and Merton jump-diffusion models in Python.☆19Sep 21, 2023Updated 3 years ago
- Library for automated signal segmentation, trend classification and analysis.☆34Jun 7, 2026Updated 4 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- BANKNIFTY OPTION STRTEGY | BULL CALL SPREAD | ALGO TRADING with LIVE Execution☆23Mar 15, 2021Updated 5 years ago
- ☆72Jul 13, 2026Updated 3 months ago
- Python implementation of random-forest-based nonlinear dependence and correlation measures.☆15May 3, 2022Updated 4 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆542Apr 8, 2024Updated 2 years ago
- ☆17Sep 4, 2024Updated 2 years ago
- ☆19Nov 16, 2022Updated 3 years ago
- MBATS is a docker based platform for developing, testing and deploying Algorthmic Trading strategies with a focus on Machine Learning bas…☆58Mar 4, 2023Updated 3 years ago
- A file to fetch the data from the web☆11Aug 17, 2019Updated 7 years ago
- CrunchDAO official repository for public notebooks and collaboration☆52Mar 6, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆13Mar 17, 2025Updated last year
- 机器学习等算法学习笔记☆10Feb 22, 2020Updated 6 years ago
- Intraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.☆28Apr 2, 2026Updated 6 months ago
- Implementation of "The Metropolis Algorithm: Theory and Examples"☆33Nov 10, 2025Updated 11 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆16Nov 13, 2023Updated 2 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 7 years ago
- Demo of using a GraphQL resolver to hit a lambda function, interact with Amazon Translate & Amazon Polly, return the response & play it b…☆16Apr 3, 2020Updated 6 years ago
- ☆13May 12, 2019Updated 7 years ago
- Demo to show how to reuse a document using different metadata.☆14Aug 17, 2026Updated 2 months ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆259May 31, 2024Updated 2 years ago
- The NSE has a website that displays the option chain in near real-time. This program retrieves this data from the NSE site and then gener…☆11Aug 21, 2021Updated 5 years ago
- Replication Code for Identifying Price Informativeness☆14Mar 15, 2021Updated 5 years ago
- An introduction to conformal prediction☆27Jan 31, 2024Updated 2 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆52Oct 29, 2023Updated 2 years ago
- Python 2.7 Library for the BitPay API☆10Oct 31, 2019Updated 6 years ago
- An efficient tool for large-scale correlation network analysis☆15Dec 27, 2024Updated last year
- ☆11Feb 19, 2025Updated last year
- An implementation of a stock market trading bot, which uses Deep Q Learning☆25Nov 21, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- A project that analyses recent carbon emissions worldwide☆15Mar 26, 2024Updated 2 years ago
- ☆13Dec 8, 2022Updated 3 years ago
- Fast-Vollib: Super Fast Kernel-Fused and Optimised Black-Scholes Implied Volatility Calculator for Options☆33Sep 7, 2026Updated last month
- Time-Causal VAE☆22Nov 8, 2024Updated last year
- Bootstrap 4 Cookbook, published by Packt☆10Jan 30, 2023Updated 3 years ago
- ☆161Jan 9, 2024Updated 2 years ago
- Machine Learning in Finance: From Theory to Practice Book☆2,710Jun 13, 2020Updated 6 years ago