ssunger / Advances-in-Financial-Machine-LearningLinks
This repository will follow the book "Advances in Financial Machine Learning" by marcos lopez de prado.
☆10Updated 6 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
Sorting:
- Notebook for <Advances in Financial Machine Learning> using Python 3.7☆43Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 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
- ☆65Updated 2 years ago
- ☆53Updated 8 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆94Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆41Updated 5 years ago
- High Frequency Trading☆110Updated 7 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Implementation of 5-factor Fama French Model☆137Updated 4 years ago
- CS7641 Team project☆97Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆223Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆93Updated 6 years ago
- ☆25Updated 7 years ago
- ☆215Updated 8 years ago
- ☆41Updated 4 years ago
- SVI volatility surface model and an example of China 50ETF option☆81Updated 5 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆37Updated 7 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- ☆38Updated 3 years ago
- QSTrader☆134Updated 6 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆74Updated 3 years ago