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

• peng3738 / Selfstudy-note-for-advances-in-financial-machine-learning
  Notebook for <Advances in Financial Machine Learning> using Python 3.7
  ☆43Updated 6 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 6 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆94Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 7 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆135Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆103Updated 6 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆93Updated 4 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆36Updated 7 years ago
• thedatabeat / SVI
  ☆53Updated 8 years ago
• convergenceIM / alpha-scientist
  ☆74Updated 3 years ago
• sabirjana / blog
  Code and data for my blogs
  ☆91Updated 4 years ago
• edgetrader / mean-reversion-strategy
  Mean Reversion Trading Strategy
  ☆29Updated 4 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pairs Trading with Machine Learning on Distributed Python Platform
  ☆124Updated 3 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• tobiasbrodd / backtester
  An event-driven backtester
  ☆111Updated 5 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆51Updated 3 years ago
• marketneutral / pairs-trading-with-ML
  ☆216Updated 8 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆137Updated 4 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆181Updated 3 years ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆93Updated 7 months ago
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆24Updated 4 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆92Updated 6 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆71Updated 9 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆15Updated 4 years ago