vsmolyakov / finLinks
finance
☆43Updated 7 years ago
Alternatives and similar repositories for fin
Users that are interested in fin are comparing it to the libraries listed below
Sorting:
- ☆35Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆35Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 2 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆27Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- ☆22Updated 7 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- ☆73Updated 3 years ago
- Deep Neural Network Trading collection of Tensorflow Jupyter notebooks☆62Updated 2 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆35Updated 2 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆46Updated 9 years ago
- ☆12Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Updated 7 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆93Updated 3 years ago
- HAR-RV Model For Realized Volatility☆30Updated 9 years ago