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:
- 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
- ☆40Updated 4 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
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- ☆73Updated 3 years ago
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 3 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆121Updated 4 years ago
- ☆65Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆25Updated 5 years ago
- Dynamic portfolio optimization☆26Updated last year
- Cointegration Test in python☆28Updated 6 years ago
- ☆214Updated 7 years ago
- The Official Repository of Mastering Financial Pattern Recognition☆150Updated 2 years ago
- Different quantitative trading models research☆53Updated 9 months ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- Scrape, analyze & visualize stock market data for the S&P500 using Python. Build a basic trading strategy using machine learning to asses…☆89Updated 5 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Updated 6 years ago
- Design your own Trading Strategy☆39Updated last year
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆70Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago