vsmolyakov / fin
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
- A financial trading method using machine learning.☆58Updated last year
- ☆35Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆55Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Example of order book modeling.☆56Updated 5 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆49Updated 3 years ago
- ☆27Updated 5 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆40Updated 4 years ago
- ☆28Updated 7 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 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
- ☆24Updated 6 years ago
- Bitmex orderbooks saving + (neural) trading signal generator + backtesting etc.☆34Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- ☆21Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 8 years ago
- Quantopian Pairs Trading algorithm implementation.☆58Updated 7 years ago
- Deep q learning on determining buy/sell signal and placing orders☆47Updated 5 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆56Updated 11 months ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆34Updated 2 years ago
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 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