streater512 / MLforFinance
☆41Updated 2 years ago
Alternatives and similar repositories for MLforFinance:
Users that are interested in MLforFinance are comparing it to the libraries listed below
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- ☆57Updated last year
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆43Updated 2 years ago
- CS7641 Team project☆93Updated 4 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- A financial trading method using machine learning.☆58Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- ☆24Updated 6 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆59Updated 6 months ago
- Research Repo (Archive)☆70Updated 4 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆106Updated 5 years ago
- ☆45Updated last year
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- ☆35Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆152Updated last month
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆49Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- Quant Research☆68Updated last week
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- ☆21Updated 5 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆31Updated 7 months ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆128Updated 6 years ago