yhilpisch / mlfin
Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).
☆16Updated 2 years ago
Alternatives and similar repositories for mlfin:
Users that are interested in mlfin are comparing it to the libraries listed below
- Python for Quant Finance -- The New Benchmark☆23Updated 2 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- Portfolio optimization with cvxopt☆36Updated last month
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆38Updated 3 months ago
- Image Classification for Trading Strategies - Project for Machine Learning Class☆38Updated 3 years ago
- ☆39Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- ☆26Updated 6 months ago
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated last week
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 3 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 10 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate …☆25Updated 7 years ago
- Stock and Forex market prediction using ML and time-series modelling☆37Updated 6 years ago
- Factor Investing Library☆26Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- demonstration of quantstats library☆14Updated 3 years ago
- Development space for PhD in Finance☆33Updated 4 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
- ☆35Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 7 months ago
- Quantitative finance research notebooks☆18Updated 5 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year