yukit-k / ai-alpha
AI based alpha research for trading
☆46Updated 2 years ago
Alternatives and similar repositories for ai-alpha:
Users that are interested in ai-alpha are comparing it to the libraries listed below
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Notes on Advances in Financial Machine Learning☆75Updated 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
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆48Updated 5 years ago
- Baruch MFE 2019 Spring☆36Updated 4 years ago
- ☆24Updated 6 years ago
- A financial trading method using machine learning.☆59Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Implementation of the famous Black-Litterman model in Jupyter notebook☆40Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Trend Prediction for High Frequency Trading☆37Updated 2 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆93Updated 2 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，…☆44Updated 8 months ago
- CS7641 Team project☆93Updated 4 years ago
- ☆39Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- ☆47Updated 3 years ago
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Implementation of 5-factor Fama French Model☆117Updated 3 years ago
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- Dispersion Trading using Options☆31Updated 7 years ago