Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial indicators: Market Capitalization and Momentum Performance Indices, to identify lucrative investment opportunities.
☆14Jul 29, 2023Updated 2 years ago
Alternatives and similar repositories for Quantitative-Momentum-Strategy
Users that are interested in Quantitative-Momentum-Strategy are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This repository hosts the official project files of Team J.E.E.P. from the Philippines for the FE competition in WRO 2025, detailing thei…☆301Nov 28, 2025Updated 5 months ago
- Nifty Option-Chain Analysis in Realtime☆14Aug 30, 2022Updated 3 years ago
- Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis…☆10Jul 10, 2022Updated 3 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆17Dec 9, 2016Updated 9 years ago
- Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning☆11Aug 19, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack☆12Oct 27, 2023Updated 2 years ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆32Jan 4, 2021Updated 5 years ago
- ☆25Jan 1, 2025Updated last year
- A powerful Laravel storage driver that enables seamless synchronization of files across multiple disks, with an integrated cache disk for…☆15Nov 11, 2025Updated 6 months ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Feb 20, 2023Updated 3 years ago
- ☆17Feb 20, 2014Updated 12 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Just simple JavaScript framework. Provides support for manipulating with DOM and events handling. Easy for use, optimized for performance…☆11Feb 15, 2017Updated 9 years ago
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 6 years ago
- Sparse Matrix Factorization (SMF) is a key component in many machine learning problems and there exist a verity a applications in real-w…☆12Jan 25, 2016Updated 10 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- A dashboard for macroeconomic and stock market data built with Python and Dash.☆43Jan 18, 2023Updated 3 years ago
- My personal dotfiles with automated macOS setup. Features smart installation scripts, Bats testing (bash), performance monitoring, and 2…☆11Apr 24, 2026Updated last month
- Advanced Ocean Simulation for Unreal Engine 5 using the Niagara system and C++. Designed to enhance FPS with high-performance mesh and wi…☆11Aug 19, 2024Updated last year
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A decentralised marketplace for option trading, built on Ethereum (using Solidity)☆16Mar 1, 2022Updated 4 years ago
- ☆11Oct 13, 2025Updated 7 months ago
- ☆11Oct 24, 2021Updated 4 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Sep 30, 2021Updated 4 years ago
- Implementation of Kalman Filter from scratch with notes.☆26Dec 29, 2019Updated 6 years ago
- TensorFlow tutorials from syntax basics to neural networks, follow along weekly as I add in more codes!☆12Oct 17, 2018Updated 7 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Discounted cash flow (DCF) is a valuation method used to estimate the value of an investment based on its future cash flows. DCF analysis…☆11Nov 24, 2020Updated 5 years ago
- Equity earnings Python package (confirmed calendar, news articles, earnings transcripts, ...)☆14Feb 26, 2024Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Backpack Attachments is a FiveM resource for attaching weapons and items to players' backs. It supports customizable attachment points, h…☆10Nov 14, 2024Updated last year
- Demo repository for article "Express server, Handlebars & Critical Path Performance Optimization"☆13Jan 12, 2017Updated 9 years ago
- A Particle System implemented in android, handling collinsions, optimized for performance☆10Dec 18, 2023Updated 2 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆269Mar 19, 2026Updated 2 months ago
- ☆14Sep 16, 2022Updated 3 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆150May 2, 2024Updated 2 years ago
- A lightweight React hook that automatically manages fade overlays for scrollable containers. Provides smooth gradient transitions at the …☆12Aug 11, 2025Updated 9 months ago