yvesdhondt / MarketMoodRingLinks
Python implementation for regime-dependent portfolio optimization
☆13Updated 2 years ago
Alternatives and similar repositories for MarketMoodRing
Users that are interested in MarketMoodRing are comparing it to the libraries listed below
Sorting:
- a Python tool for downloading sharadar data from Quandl.☆10Updated 3 years ago
- ORC wing model calibrator and simulator.☆12Updated last year
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Updated last year
- ☆47Updated 2 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆11Updated 2 weeks ago
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆13Updated 3 years ago
- Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street☆13Updated 2 weeks ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆41Updated 4 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Updated 6 years ago
- Backtest result archive for Momentum Trading Strategies☆65Updated 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 last year
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆28Updated 4 months ago
- three stochastic volatility model: Heston, SABR, SVI☆91Updated 6 years ago
- Machine learning for portfolio management and trading with scikit-learn☆37Updated 2 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆122Updated last year
- Collection of indicators that I used in my strategies.☆60Updated 8 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆130Updated 9 months ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆70Updated last year
- A Python implementation of the rough Bergomi model.☆134Updated 7 years ago
- SVI volatility surface model and an example of China 50ETF option☆81Updated 5 years ago
- ☆17Updated last year
- CS7641 Team project☆97Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 6 years ago