wonabru / kaggle-two-sigma-winnerLinks
Kaggle Two Sigma 2nd Prize Winning Code https://www.kaggle.com/c/two-sigma-financial-news
☆14Updated last year
Alternatives and similar repositories for kaggle-two-sigma-winner
Users that are interested in kaggle-two-sigma-winner are comparing it to the libraries listed below
Sorting:
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- CS7641 Team project☆97Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆74Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆134Updated 6 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆96Updated last year
- Baruch MFE 2019 Spring☆43Updated 5 years ago
- 1th: Kaggle Jane Street Market Prediction: AE MLP+xgb☆48Updated 3 years ago
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 10 months ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Time Series Prediction of Volume in LOB☆58Updated last year
- In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…☆21Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆64Updated 6 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆14Updated 2 years ago
- ☆208Updated 2 years ago
- ☆47Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Updated 7 years ago
- ☆55Updated 4 years ago
- Literature survey of order execution strategies implemented in python☆43Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆77Updated 3 years ago
- This repository hosts my reading notes for academic papers.☆91Updated 4 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago