shuangology / Machine-Learning-for-Asset-ManagersView external linksLinks
Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
☆16Sep 10, 2020Updated 5 years ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers
Users that are interested in Machine-Learning-for-Asset-Managers are comparing it to the libraries listed below
Sorting:
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 6 years ago
- This code is a version of implement of the essay named Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitati…☆12Mar 15, 2024Updated last year
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Apr 8, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Python Program to predict Intra-day stocks☆12Oct 30, 2018Updated 7 years ago
- KDD 2024 AQA competition 2nd place solution☆12Jul 21, 2024Updated last year
- Create structured financial data in the form of tick, volume, and dollar bars from unstructured tick data. From Marcos Lopez de Prado's A…☆11Jan 26, 2021Updated 5 years ago
- ☆13Mar 31, 2019Updated 6 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆84Dec 16, 2018Updated 7 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- awesome reinforcement learning for trading domain☆12Nov 5, 2020Updated 5 years ago
- ☆16Feb 7, 2021Updated 5 years ago
- ☆15Feb 16, 2023Updated 2 years ago
- ☆13Dec 29, 2018Updated 7 years ago
- A HMM application in Kritzman Regime Detection☆15Jan 3, 2020Updated 6 years ago
- ☆30Jun 6, 2025Updated 8 months ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Feb 17, 2025Updated 11 months ago
- This repository contains an automated trading system using machine learning for stock return prediction, position sizing and generating e…☆14Jun 15, 2019Updated 6 years ago
- Creating DRL infrastructure for Dynamic Beta with Zipline and Keras☆14Dec 8, 2022Updated 3 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- Machine Learning for Asset Managers☆17Sep 28, 2020Updated 5 years ago
- ☆17Jan 27, 2022Updated 4 years ago
- mysql/MariaDB stock price database☆19Feb 15, 2021Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Mar 27, 2023Updated 2 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆20Apr 22, 2025Updated 9 months ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆41Aug 19, 2020Updated 5 years ago
- This repo is for my articles published on Medium.com☆16Mar 8, 2023Updated 2 years ago
- Experiments in Recurrent Highway Networks with Grouped Auxiliary Memory paper☆21Dec 15, 2019Updated 6 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆20Aug 20, 2024Updated last year
- Stochastic volatility models☆19Nov 14, 2018Updated 7 years ago
- visualize financial microstructure 📈 & debug trading bots 🤖☆48Jan 22, 2023Updated 3 years ago
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Feb 2, 2019Updated 7 years ago
- A Causal Decision Tree algorithm for causality inference with continuous variables☆23Jan 15, 2021Updated 5 years ago
- Day-Trading algorithm using LSTM to predict intraday stock movement☆20Nov 24, 2018Updated 7 years ago