terence-lim / financial-data-scienceLinks
Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning
☆49Updated 7 months ago
Alternatives and similar repositories for financial-data-science
Users that are interested in financial-data-science are comparing it to the libraries listed below
Sorting:
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆50Updated 7 months ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 7 months ago
- ☆47Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆39Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆58Updated this week
- Development space for PhD in Finance☆33Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 3 weeks ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆69Updated this week
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Risk tools for commodities trading and finance☆36Updated 4 months ago
- ☆26Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆48Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- ☆27Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆69Updated 2 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆28Updated last month
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆48Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Quantitative finance research notebooks☆21Updated 5 years ago
- A collection of Python notebooks demonstrating the integration of AI with financial strategies.☆18Updated 3 months ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 8 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆37Updated 2 years ago