tatsath / AlgorithmicTradingLinks
ML Application of Algorithmic Trading
☆23Updated 4 years ago
Alternatives and similar repositories for AlgorithmicTrading
Users that are interested in AlgorithmicTrading are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- ☆65Updated 2 years ago
- ☆24Updated 4 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- In this project, I had backtested the cross-over trading strategy on Google Stock from Jan 2016 to June 2020. By using historical time-se…☆44Updated 5 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆28Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- ☆41Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- ☆44Updated 3 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- ☆36Updated 3 years ago
- Algo Trading Research & Documentation☆30Updated 6 months ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Updated 2 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- Contains the code for my financial machine learning articles☆50Updated 5 years ago
- Design your own Trading Strategy☆38Updated last year
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆21Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- ☆52Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆80Updated 3 years ago