schigrinov / capstoneLinks
WQU capstone project - short term currency trading strategy utilizing machine learning
☆11Updated 2 years ago
Alternatives and similar repositories for capstone
Users that are interested in capstone are comparing it to the libraries listed below
Sorting:
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆64Updated 2 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- ☆39Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆17Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆16Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆12Updated last year
- ☆24Updated 6 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆22Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- Dynamic portfolio optimization☆22Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆23Updated 4 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 3 months ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Python code given in book Trading Pairs by Anjana Gupta.☆22Updated 4 years ago
- Stock and Forex market prediction using ML and time-series modelling☆38Updated 6 years ago
- ☆73Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the …☆60Updated 5 years ago
- Deep q learning on determining buy/sell signal and placing orders☆49Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year