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:
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- CS7641 Team project☆97Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 7 years ago
- Dynamic portfolio optimization☆31Updated 2 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆97Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management…☆54Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆50Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- ☆215Updated 8 years ago
- Delta hedging under SABR model☆44Updated last year
- Quantopian Pairs Trading algorithm implementation.☆65Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- AI based alpha research for trading☆50Updated 3 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆30Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆42Updated 7 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆74Updated 3 years ago
- ☆55Updated 4 years ago
- High Frequency Trading Strategies☆49Updated 8 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
- Research Repo (Archive)☆74Updated 5 years ago
- ☆25Updated 7 years ago