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:
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆28Updated 2 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆72Updated 5 years ago
- High Frequency Jump Prediction Project☆39Updated 5 years ago
- CS7641 Team project☆96Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆133Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆92Updated last year
- This is for the capstone project "Optimal Execution of a VWAP order".☆34Updated 5 years ago
- ☆127Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- ☆214Updated 7 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆16Updated 7 years ago
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆43Updated 3 years ago
- ☆23Updated 5 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆41Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Fama-French models, idiosyncratic volatility, event study☆33Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品,唯有读书高。🚩🇨🇳🏹🦔中科红旗,…☆49Updated 4 months ago
- Dynamic portfolio optimization☆26Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago